On the sample path behavior of the first passage time process of a Brownian motion with drift

zbMath0699.60018MaRDI QIDQ913362

Paul Deheuvels, Josef G. Steinebach

Publication date: 1990

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1990__26_1_145_0

zbMATH Keywords

strong limit theoremsBrownian motion with driftfirst passage time process

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Brownian motion (60J65) Sample path properties (60G17)

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