Diffusion arrêtée au premier instant où l'amplitude atteint un niveau donné

DOI10.1080/17442509308833829zbMath0808.60069OpenAlexW2003487819MaRDI QIDQ4311574

Pierre Vallois

Publication date: 15 March 1995

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509308833829

zbMATH Keywords

diffusionBrownian motionpath decompositionamplitude process

Mathematics Subject Classification ID

Diffusion processes (60J60)

Related Items

Decomposing the Brownian path via the range process, Range reliability in random walks, Range of Brownian motion with drift, The range inter-event process in a symmetric birth-death random walk, On the time for Brownian motion to visit every point on a circle, Run length statistics and the Hurst exponent in random and birth-death random walks.

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