Integrated Brownian motion, conditioned to be positive
type: Item
instance of: scholarly article
title: Integrated Brownian motion, conditioned to be positive
zbMATH Open document ID: 0983.60078
author: Piet Groeneboom
author: Geurt Jongbloed
author: Jon A. Wellner
published in: The Annals of Probability
publication date: 2000-06-21T00:00:00Z
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 60J25
zbMATH DE Number: 1462551
zbMATH Keywords: conditioning
zbMATH Keywords: confluent hypergeometric functions
zbMATH Keywords: hitting times
zbMATH Keywords: integrated Brownian motion
zbMATH Keywords: Kolmogorov diffusion
zbMATH Keywords: stochastic differential equations
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1022677447
OpenAlex ID: W2106007551
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DOI: 10.1214/AOP/1022677447
description: scientific article; zbMATH DE number 1462551