Some results involving the maximum of Brownian motion

DOI10.2307/3214514zbMath0788.60051OpenAlexW4239978921MaRDI QIDQ4280651

Ronald Arthur Doney

Publication date: 1 June 1994

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

Full work available at URL: https://doi.org/10.2307/3214514

zbMATH Keywords

Brownian motionhitting timesdensity factorizationarc-sine distributionexponential barriers

Mathematics Subject Classification ID

Sample path properties (60G17)

Related Items (2)

A path decomposition for Lévy processes ⋮ A lifetime of excursions through random walks and Lévy processes

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