Distribution of the Brownian motion on its way to hitting zero (Q1038926)

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Distribution of the Brownian motion on its way to hitting zero
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    Distribution of the Brownian motion on its way to hitting zero (English)
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    20 November 2009
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    Brownian motion
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    hitting time
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    heavy-tailed distribution
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    scaled Brownian excursion
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    Bessel bridge
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    Brownian bridge
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