A reconciliation of two different expressions for the first-passage density of brownian motion to a curved boundary

DOI10.2307/3214305zbMath0668.60069OpenAlexW2076709844MaRDI QIDQ3821381

J. Durbin

Publication date: 1988

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

Full work available at URL: https://doi.org/10.2307/3214305

zbMATH Keywords

Brownian passage-time probabilities

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65)

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Recovering a distribution from its translated fractional moments ⋮ Boundary-crossing identities for diffusions having the time-inversion property

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