Distribution of the time at which the deviation of a Brownian motion is maximum before its first-passage time

Journal of Statistical Mechanics: Theory and Experiment

Volumn , Issue 10, 2007, Pages

  Randon Furling, Julien ^a   Majumdar, Satya N ^a  

^a UNIVERSITÉ PARIS SUD   (France)

Author keywords

Brownian motion; Extreme value problems; First passage problems

Indexed keywords

EID: 35948986793     PISSN: 17425468     EISSN: 17425468     Source Type: Journal    
DOI: 10.1088/1742-5468/2007/10/P10008     Document Type: Article

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