Statistics of the first passage time of Brownian motion conditioned by maximum value or area
Work
Year: 2014
Type: article
Abstract: We derive the moments of the first passage time for Brownian motion conditioned by either the maximum value or the area swept out by the motion. These quantities are the natural counterparts to the mo... more
Authors M.J. Kearney, Satya N. Majumdar
Institutions University of Surrey, Université Paris-Sud
Cites: 28
Cited by: 4
Related to: 10
FWCI:
Citation percentile (by year/subfield): 58.89
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
Grant ID 4604-3