On the first hitting place of the integrated Wiener process

DOI10.2307/1427780zbMath0691.60071OpenAlexW2330350854MaRDI QIDQ3033084

Éric Léonard, Mario Lefebvre

Publication date: 1989

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427780

zbMATH Keywords

integrated Wiener processwinding time

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Brownian motion (60J65) Sample path properties (60G17)

Related Items (2)

Multiresolution Hilbert approach to multidimensional Gauss-Markov processes ⋮ An asymptotic formula for the Kolmogorov diffusion and a refinement of Sinai's estimates for the integral of Brownian motion

This page was built for publication: On the first hitting place of the integrated Wiener process