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 $\tau (x) =\inf\{t>0 :\, W_{t}=-x\}$.
Fecha:
2010-01-01
Recurso:
Electronic communications in probability
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