arXiv:1604.01172 [math.PR]AbstractReferencesReviewsResources
On the excursions of drifted Brownian motion and the successive passage times of Brownian motion
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
Related articles: Most relevant | Search more
arXiv:1609.06854 [math.PR] (Published 2016-09-22)
On the joint distribution of first-passage time and first-passage area of drifted Brownian motion
On the the successive passage times of certain one-dimensional diffusions
arXiv:2001.04523 [math.PR] (Published 2020-01-13)
Quasi-Limiting Behavior of Drifted Brownian Motion