Some remarks on Brownian motion with drift

Some remarks on Brownian motion with drift

0.00 Avg rating0 Votes
Article ID: iaor1990779
Country: Israel
Volume: 26
Issue: 3
Start Page Number: 1
End Page Number: 7
Publication Date: Sep 1989
Journal: Journal of Applied Probability
Authors: ,
Abstract:

Certain limit theorems due to Berman involve the total time spent by Brownian motion with positive drift below an independent exponentially distributed level. Imhof has calculated the density function and shown that this random variable has two interesting probabilistic properties. The authors give sample path arguments which explain these two facts.

Reviews

Required fields are marked *. Your email address will not be published.