The last zero-crossing of an iterated brownian motion with drift

DOI10.1080/17442508.2019.1624752zbMath1490.60224arXiv1803.00877OpenAlexW2963731929WikidataQ127738096 ScholiaQ127738096MaRDI QIDQ5086485

F. Iafrate, Enzo Orsingher

Publication date: 5 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1803.00877

zbMATH Keywords

confluent hypergeometric functionsiterated arcsine lawjoint maximal and minimal distributions

Mathematics Subject Classification ID

Brownian motion (60J65)

Related Items (4)

Elastic drifted Brownian motions and non-local boundary conditions ⋮ Asymptotic results for the last zero crossing time of a Brownian motion with non-null drift ⋮ Independent factorization of the last zero arcsine law for Bessel processes with drift ⋮ Drifted Brownian motions governed by fractional tempered derivatives

Cites Work

• Vibrations and fractional vibrations of rods, plates and Fresnel pseudo-processes
• The uniform modulus of continuity of iterated Brownian motion
• Composition of stochastic processes governed by higher-order parabolic and hyperbolic equations
• Fractional diffusion equations and processes with randomly varying time
• Probabilistic construction of the solution of some higher order parabolic differential equation
• Iterated Brownian motion in an open set.
• Chung's law of the iterated logarithm for iterated Brownian motion
• Empirical Processes with Applications to Statistics
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