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

SN Majumdar; J Randon-Furling; MJ Kearney; M Yor

doi:10.1088/1751-8113/41/36/365005

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

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

SN Majumdar, J Randon-Furling, MJ Kearney and M Yor

JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL, Vol.41(36), pp.?-?

12/09/2008

DOI: https://doi.org/10.1088/1751-8113/41/36/365005

Abstract

Science & Technology

Physical Sciences

Physics

Multidisciplinary

Physics

Mathematical

Physics

PHYSICS

MATHEMATICAL

PHYSICS

MULTIDISCIPLINARY

AIRY DISTRIBUTION

EXCURSION

AREA

FUNCTIONALS

MEANDER

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Title: On the time to reach maximum for a variety of constrained Brownian motions
Creators: SN Majumdar
J Randon-Furling
MJ Kearney
M Yor
Publication Details: JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL, Vol.41(36), pp.?-?
Publisher: IOP PUBLISHING LTD
Date published: 12/09/2008
Date submitted: 07/02/2012
Identifiers: 99513369102346
Academic Unit: School of Computer Science and Electronic Engineering
Language: English
Resource Type: Journal article

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

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