A note on reflecting Brownian motions.
Soucaliuc, Florin, Werner, Wendelin (2002)
Electronic Communications in Probability [electronic only]
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Displaying similar documents to “On the time of the maximum of Brownian motion with drift.”
A note on reflecting Brownian motions.
Strict concavity of the intersection exponent for Brownian motion in two and three dimensions.
Lawler, Gregory F. (1998)
Mathematical Physics Electronic Journal [electronic only]
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On the joining of sticky brownian motion
Jonathan Warren (1999)
Séminaire de probabilités de Strasbourg
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Constructions of a Brownian path with a given minimum.
Bertoin, Jean, Pitman, Jim, Ruiz de Chavez, Juan (1999)
Electronic Communications in Probability [electronic only]
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The level sets of iterated brownian motion
Krzysztof Burdzy, Davar Khoshnevisan (1995)
Séminaire de probabilités de Strasbourg
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Coalescence of skew brownian motions
Martin T. Barlow, Krzysztof Burdzy, Haya Kaspi, Avi Mandelbaum (2001)
Séminaire de probabilités de Strasbourg
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Brownian Motion, Reflection Groups and Tanaka Formula
Nizar Demni, Dominique Lépingle (2012)
Rendiconti del Seminario Matematico della Università di Padova
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Linear transformations of two independent Brownian motions and orthogonal decompositions of Brownian filtrations.
Ching-Tang Wu, Marc Yor (2002)
Publicacions Matemàtiques
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Brownian motions defined as linear transformations of two independent Brownian motions are studied, together with certain orthogonal decompositions of Brownian filtrations.
Brownian motion and random obstacles.
Sznitman, Alain-Sol (1998)
Documenta Mathematica
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Within and beyond the reach of Brownian innovation.
Tsirelson, Boris (1998)
Documenta Mathematica
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Some calculations for perturbed brownian motion
R.A. Doney (1998)
Séminaire de probabilités de Strasbourg
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The chance of a long lifetime for Brownian motion in a horn-shaped domain.
Deblassie, Dante (2007)
Electronic Communications in Probability [electronic only]
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