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On the first crossing times of a Brownian motion and a family of continuous curves
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Alili, Larbi and Patie, Pierre (2005) On the first crossing times of a Brownian motion and a family of continuous curves. Comptes Rendus Mathematique, Volume 340 (Number 3). pp. 225-228. doi:10.1016/j.crma.2004.11.008
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Official URL: http://dx.doi.org/10.1016/j.crma.2004.11.008
Abstract
We review the analytic transformations allowing to construct standard Brownian bridges from a Brownian motion. These are generalized and some of their properties are studied. The new family maps the space of continuous positive functions into a family of curves which is the topic of our study. We establish a simple and explicit formula relating the distributions of the first hitting times of each of these curves by a standard Brownian motion
| Item Type: | Journal Article | ||||
|---|---|---|---|---|---|
| Alternative Title: | Sur les premiers instants de croisement du mouvement brownien et d'une famille de courbes continues | ||||
| Divisions: | Faculty of Science > Statistics | ||||
| Journal or Publication Title: | Comptes Rendus Mathematique | ||||
| Publisher: | Elsevier Masson | ||||
| ISSN: | 1631073X | ||||
| Official Date: | 1 February 2005 | ||||
| Dates: |
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| Volume: | Volume 340 | ||||
| Number: | Number 3 | ||||
| Number of Pages: | 3 | ||||
| Page Range: | pp. 225-228 | ||||
| DOI: | 10.1016/j.crma.2004.11.008 | ||||
| Status: | Peer Reviewed | ||||
| Publication Status: | Published | ||||
| Access rights to Published version: | Restricted or Subscription Access |
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