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arXiv:1604.01172 [math.PR]AbstractReferencesReviewsResources

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

Mario Abundo

Published 2016-04-05Version 1

By using the law of the excursions of Brownian motion with drift, we find the distribution of the $n-$th 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.

Comments: 4 figures, accepted for publication in Physica A
Categories: math.PR
Subjects: 60J60, 60H05, 60H10
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