Statistics of the first passage time of Brownian motion conditioned by maximum value or area-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Statistics of the first passage time of Brownian motion conditioned by maximum value or area

Published:2014-10-30 Issue:46 Volume:47 Page:465001
ISSN:1751-8113
Container-title:Journal of Physics A: Mathematical and Theoretical
language:
Short-container-title:J. Phys. A: Math. Theor.

Author:

Kearney Michael J,Majumdar Satya N

Funder

ANR

Indo-French Centre for the Promotion of Advanced Research

Publisher

IOP Publishing

Subject

General Physics and Astronomy,Mathematical Physics,Modeling and Simulation,Statistics and Probability,Statistical and Nonlinear Physics

Link

http://stacks.iop.org/1751-8121/47/i=46/a=465001/pdf

Reference21 articles.

1. Excursions in Brownian motion

2. The distribution of the maximum Brownian excursion

3. Functionals of Brownian Meander and Brownian Excursion

4. On the time to reach maximum for a variety of constrained Brownian motions

5. On the Supremum of a Certain Gaussian Process

Cited by 20 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. Conclusion and Perspectives;Statistics of Extremes and Records in Random Sequences;2024-06-20

2. Extremes in Other Correlated Systems;Statistics of Extremes and Records in Random Sequences;2024-06-20

3. Records;Statistics of Extremes and Records in Random Sequences;2024-06-20

4. Order Statistics;Statistics of Extremes and Records in Random Sequences;2024-06-20

5. Time of the Maximum and the Minimum;Statistics of Extremes and Records in Random Sequences;2024-06-20

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP