{
  "id": "1001.0628",
  "version": "v2",
  "published": "2010-01-05T05:22:27.000Z",
  "updated": "2010-04-07T10:33:35.000Z",
  "title": "On the distribution of the Brownian motion process on its way to hitting zero",
  "authors": [
    "Konstantin Borovkov"
  ],
  "comment": "5 pages, 0 figures",
  "categories": [
    "math.PR"
  ],
  "abstract": "We present functional versions of recent results on the univariate distributions of the process $V_{x,u} = x + W_{u\\tau(x)},$ $0\\le u\\le 1$, where $W_\\bullet$ is the standard Brownian motion process, $x>0$ and $\\tau (x) =\\inf\\{t>0 : W_{t}=-x\\}$.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2010-04-07T10:33:35.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60J65"
    ],
    "keywords": [
      "hitting zero",
      "standard brownian motion process",
      "functional versions",
      "univariate distributions"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 5,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2010arXiv1001.0628B"
    }
  }
}