On the distribution of the Brownian motion process on its way to hitting zero

DOI10.1214/ECP.V15-1555zbMath1227.60099arXiv1001.0628OpenAlexW1974627831MaRDI QIDQ638201

Konstantin A. Borovkov

Publication date: 9 September 2011

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1001.0628

zbMATH Keywords

Brownian motionhitting timeBrownian meanderBessel bridge

Mathematics Subject Classification ID

Brownian motion (60J65) Sample path properties (60G17)

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