On the excursions of drifted Brownian motion and the successive passage times of Brownian motion

被引：3
|
作者：
Abundo, Mario [1 ]
机构：
[1] Univ Roma Tor Vergata, Dipartimento Matemat, Via Ric Sci, I-00133 Rome, Italy
来源：
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS | 2016年 / 457卷
关键词：
First-passage time; Second-passage time; Brownian motion; BOUNDARY;
D O I：
10.1016/j.physa.2016.03.052
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
By using the law of the excursions of Brownian motion with drift, we find the distribution of the nth 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. (C) 2016 Elsevier B.V. All rights reserved.
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页码：176 / 182
页数：7
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