Statistics of the first passage time of Brownian motion conditioned by maximum value or area

Author: Kearney Michael J   Majumdar Satya N  

Publisher: IOP Publishing

ISSN: 1751-8121

Source: Journal of Physics A: Mathematical and Theoretical, Vol.47, Iss.46, 2014-11, pp. : 465001-465014

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next