scientific article; zbMATH DE number 2050987

zbMath1045.60084MaRDI QIDQ4453260

Aimé Lachal

Publication date: 7 March 2004

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Brownian motionMarkov processhitting timesintegrated Brownian motiontheory of excursions

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Sample path properties (60G17) Local time and additive functionals (60J55)

Related Items (6)

Invariance principles for integrated random walks conditioned to stay positive ⋮ Excursions of the integral of the Brownian motion ⋮ A Langevin process reflected at a partially elastic boundary. I ⋮ A second order SDE for the Langevin process reflected at a completely inelastic boundary ⋮ Reflecting a Langevin process at an absorbing boundary ⋮ Langevin Process Reflected on a Partially Elastic Boundary II

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