Some results on the Brownian meander with drift
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Publication:2181624
DOI10.1007/s10959-019-00891-3zbMath1456.60090arXiv1710.02350OpenAlexW2918696160WikidataQ128229810 ScholiaQ128229810MaRDI QIDQ2181624
Publication date: 19 May 2020
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1710.02350
weak convergencetightnessfirst-passage timesabsorbing drifted Brownian motiondrifted Brownian excursion
Related Items (3)
On the sojourn time of a generalized Brownian meander ⋮ Exact solutions for the probability density of various conditioned processes with an entrance boundary ⋮ \(\varepsilon\)-strong simulation of the convex minorants of stable processes and meanders
Cites Work
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- Excursions in Brownian motion
- Weak convergence to Brownian meander and Brownian excursion
- Functionals of Brownian meander and Brownian excursion
- An elementary derivation of the distribution of the maxima of Brownian meander and Brownian excursion
- A lower bound for time correlation of lattice gases
- On the maximum of the generalized Brownian bridge
- Diffusion processes and their sample paths.
- A Random Walk and a Wiener Process Near a Maximum
- Integration by parts on the Brownian Meander
- A Limit Theorem for Conditioned Recurrent Random Walk Attracted to a Stable Law
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