The first crossing-time density for Brownian motion with perturbed linear boundary

DOI10.2307/3318505zbMath0965.60079OpenAlexW2046090437MaRDI QIDQ1586565

Henry E. Daniels

Publication date: 9 August 2001

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3318505

zbMATH Keywords

Brownian motionfirst crossing-time densityperturbed linear boundary

Mathematics Subject Classification ID

Brownian motion (60J65)

Related Items (4)

Uniqueness of first passage time distributions via Fredholm integral equations ⋮ RISK MODELS IN INSURANCE AND EPIDEMICS: A BRIDGE THROUGH RANDOMIZED POLYNOMIALS ⋮ Intermediate-level crossings of a first-passage path ⋮ Extremes of Gaussian processes over an infinite horizon

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