Range of Brownian Motion with Drift
| Autor: | Etienne Tanré, Pierre Vallois |
|---|---|
| Přispěvatelé: | Probabilistic numerical methods (OMEGA), Inria Sophia Antipolis - Méditerranée (CRISAM), Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Université Henri Poincaré - Nancy 1 (UHP)-Université Nancy 2-Centre National de la Recherche Scientifique (CNRS), Institut Élie Cartan de Nancy (IECN), Institut National de Recherche en Informatique et en Automatique (Inria)-Université Henri Poincaré - Nancy 1 (UHP)-Université Nancy 2-Institut National Polytechnique de Lorraine (INPL)-Centre National de la Recherche Scientifique (CNRS) |
| Rok vydání: | 2006 |
| Předmět: |
[MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
Statistics and Probability 010104 statistics & probability Range (mathematics) Mathematics::Probability General Mathematics 010102 general mathematics Mathematical analysis 0101 mathematics Statistics Probability and Uncertainty 01 natural sciences Brownian motion Mathematics |
| Zdroj: | Journal of Theoretical Probability Journal of Theoretical Probability, Springer, 2006, 19 (1), pp.45-69. ⟨10.1007/s10959-006-0012-7⟩ Journal of Theoretical Probability, 2006, 19 (1), pp.45-69. ⟨10.1007/s10959-006-0012-7⟩ |
| ISSN: | 1572-9230 0894-9840 |
| DOI: | 10.1007/s10959-006-0012-7 |
| Popis: | Let (B (t); t 0) be a Brownian motion with drift > 0, starting at 0. Let us define by induction S1 = inf t 0 B (t), 1 the last time such that |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|
Full text from SpringerLink