Bivariate time distribution of Brownian motion

DOI10.1007/BF03028525zbMath0196.19504OpenAlexW2004112315MaRDI QIDQ5592692

R. P. Gupta, M. T. Wasan

Publication date: 1969

Published in: Trabajos de estadistica y de investigacion operativa (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf03028525

zbMATH Keywords

probability theory

Mathematics Subject Classification ID

Brownian motion (60J65) Distribution theory (60E99)

Related Items (1)

On some distributions associated with the inverse Gaussian distribution

Cites Work

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• The first passage time distribution of Brownian motion with positive drift
• Statistical Properties of Inverse Gaussian Distributions. I
• Properties of the time distribution of standard brownian motion
• Sufficient Conditions for a First Passage Time Process to be that of Brownian Motion

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