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

MJ Kearney; SN Majumdar

doi:10.1088/1751-8113/47/45/465001

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

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

MJ Kearney and SN Majumdar

JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL, Vol.47(46), pp.?-?

21/11/2014

DOI: https://doi.org/10.1088/1751-8113/47/45/465001

Abstract

Science & Technology

Physical Sciences

Physics

Multidisciplinary

Physics

Mathematical

Physics

Brownian motion

first passage time

conditioned

RANDOMLY ACCELERATED PARTICLE

AIRY DISTRIBUTION

1ST-PASSAGE

EXCURSION

FUNCTIONALS

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Title: Statistics of the first passage time of Brownian motion conditioned by maximum value or area
Creators: MJ Kearney
SN Majumdar
Publication Details: JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL, Vol.47(46), pp.?-?
Publisher: IOP PUBLISHING LTD
Date published: 21/11/2014
Date submitted: 22/05/2015
Identifiers: 99511740902346
Academic Unit: School of Maths and Physics
Language: English
Resource Type: Journal article

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

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