On the joint distribution of $ \sup(B_s-\mu s)$ and $ \inf(B_s-\nu s)$ for Brownian motion $ B_s$

DOI10.1070/RM2008V063N06ABEH004583zbMath1185.60092OpenAlexW131863141MaRDI QIDQ3632958

Mikhail Zhitlukhin

Publication date: 16 June 2009

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/rm2008v063n06abeh004583

zbMATH Keywords

Brownian motionjoint distributions

Mathematics Subject Classification ID

Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40)

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