Abstract
We shall use three basic properties of Brownian motion to derive in an elegant and non-computational way the probability that standard Brownian motion, starting from 0, will ever cross the halflines t → αt + β or t → γt + δ where γ, δ < 0 < α, β.
Publisher
Cambridge University Press (CUP)
Subject
Applied Mathematics,Statistics and Probability
Cited by
1 articles.
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