Sur le premier instant de passage de l'intégrale du mouvement brownien

A. Lachal

Annales de l'I.H.P. Probabilités et statistiques (1991)

  • Volume: 27, Issue: 3, page 385-405
  • ISSN: 0246-0203

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Lachal, A.. "Sur le premier instant de passage de l'intégrale du mouvement brownien." Annales de l'I.H.P. Probabilités et statistiques 27.3 (1991): 385-405. <http://eudml.org/doc/77410>.

@article{Lachal1991,
author = {Lachal, A.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {integrated process; Brownian motion; first entrance time; first passage times; properties of special functions},
language = {fre},
number = {3},
pages = {385-405},
publisher = {Gauthier-Villars},
title = {Sur le premier instant de passage de l'intégrale du mouvement brownien},
url = {http://eudml.org/doc/77410},
volume = {27},
year = {1991},
}

TY - JOUR
AU - Lachal, A.
TI - Sur le premier instant de passage de l'intégrale du mouvement brownien
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1991
PB - Gauthier-Villars
VL - 27
IS - 3
SP - 385
EP - 405
LA - fre
KW - integrated process; Brownian motion; first entrance time; first passage times; properties of special functions
UR - http://eudml.org/doc/77410
ER -

References

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