On the excursions of drifted Brownian motion and the successive passage times of Brownian motion
Abstract
By using the law of the excursions of Brownian motion with drift, we find the distribution of the n-th passage time of Brownian motion through a straight line S(t)= a + bt. In the special case when b = 0, we extend the result to a space-time transformation of Brownian motion.
0
Turn this paper into a lesson
ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.