Last hitting time for the integral of the Brownian motion

DOI10.1016/0304-4149(94)90111-2zbMath0793.60092OpenAlexW2024564544MaRDI QIDQ1315400

Aimé Lachal

Publication date: 27 March 1994

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(94)90111-2

zbMATH Keywords

Brownian motionintegral of the Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65)

Related Items

Bridging the first and last passage times for Lévy models ⋮ Occupation time of a randomly accelerated particle on the positive half axis: results for the first five moments ⋮ Occupation time statistics of the random acceleration model ⋮ Some limiting laws associated with the integrated Brownian motion ⋮ Exceedance of power barriers for integrated continuous-time stationary ergodic stable processes ⋮ Random acceleration process under stochastic resetting

Cites Work

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• Sur le premier instant de passage de l'intégrale du mouvement brownien. (The first passage time for the integrated Brownian motion)
• A winding problem for a resonator driven by a white noise
• First-Passage Densities of a Two-Dimensional Process
• Mathematical Analysis of Random Noise