On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes

Author:

Salminen Paavo,Yor Marc

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics

Cited by 13 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Adaptive quantile computation for Brownian bridge in change-point analysis;Computational Statistics & Data Analysis;2022-03

2. Pitman transforms and Brownian motion in the interval viewed as an affine alcove;Annales scientifiques de l'École Normale Supérieure;2022

3. A Yaglom type asymptotic result for subcritical branching Brownian motion with absorption;Stochastic Processes and their Applications;2021-11

4. Gambling for Resurrection and the Heat Equation on a Triangle;Applied Mathematics & Optimization;2021-01-11

5. Motion of a Brownian particle in the presence of reactive boundaries;Physical Review E;2019-10-21

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