Distribution of the Brownian motion on its way to hitting zero.

Chigansky, Pavel; Klebaner, Fima C.

Electronic Communications in Probability [electronic only] (2008)

  • Volume: 13, page 641-648
  • ISSN: 1083-589X

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Chigansky, Pavel, and Klebaner, Fima C.. "Distribution of the Brownian motion on its way to hitting zero.." Electronic Communications in Probability [electronic only] 13 (2008): 641-648. <http://eudml.org/doc/231375>.

@article{Chigansky2008,
author = {Chigansky, Pavel, Klebaner, Fima C.},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {Brownian motion; hitting time; heavy-tailed distribution; scaled Brownian excursion; Bessel bridge; Brownian bridge},
language = {eng},
pages = {641-648},
publisher = {University of Washington},
title = {Distribution of the Brownian motion on its way to hitting zero.},
url = {http://eudml.org/doc/231375},
volume = {13},
year = {2008},
}

TY - JOUR
AU - Chigansky, Pavel
AU - Klebaner, Fima C.
TI - Distribution of the Brownian motion on its way to hitting zero.
JO - Electronic Communications in Probability [electronic only]
PY - 2008
PB - University of Washington
VL - 13
SP - 641
EP - 648
LA - eng
KW - Brownian motion; hitting time; heavy-tailed distribution; scaled Brownian excursion; Bessel bridge; Brownian bridge
UR - http://eudml.org/doc/231375
ER -

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