Distribution of the Brownian motion on its way to hitting zero

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dc.creatorChigansky, P.
dc.creatorKlebaner, F. C.
dc.date2008-11-06
dc.date2008-12-18
dc.date.accessioned2026-07-07T12:15:57Z
dc.date.available2026-07-07T12:15:57Z
dc.descriptionFor the one-dimensional Brownian motion $B=(B_t)_{t\ge 0}$, started at $x>0$, and the first hitting time $τ=\inf\{t\ge 0:B_t=0\}$, we find the probability density of $B_{uτ}$ for a $u\in(0,1)$, i.e. of the Brownian motion on its way to hitting zero.
dc.description7 pages, final version
dc.identifierhttps://arxiv.org/abs/0811.0909
dc.identifierhttp://arxiv.org/abs/0811.0909
dc.identifierElect. Comm. in Probab., 13(2008), pp. 641-648
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/211650
dc.subjectProbability
dc.subjectStatistics Theory
dc.subject60J65
dc.titleDistribution of the Brownian motion on its way to hitting zero
dc.typetext

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