| Título: | On the distribution of the Brownian motion process on its way to hitting zero |
| Autores: | Borovkov, Konstantin; University of Melbourne |
| Fecha: | 2010-01-01 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Brownian motion; hitting time; Brownian meander; Bessel bridge 60J65 |
| Descripción: | We present functional versions of recent results on the univariate distributions of the process $V_{x,u} = x + W_{u\tau(x)},$ $0\le u\le 1$, where $W_\bullet$ is the standard Brownian motion process, $x>0$ and $\tau (x) =\inf\{t>0 :\, W_{t}=-x\}$. |
| Idioma: | No aplica |
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