Another visit to two halflines
We shall use three basic properties of Brownian motion to derive in an elegant and non-computational way the probability that standard Brownian motion, starting from 0, will ever cross the halflines t → αt + β or t → γt + δ where γ, δ < 0 < α, β.
2008 ◽
Vol 11
(01)
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pp. 21-31
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Keyword(s):
2021 ◽
Vol 477
(2250)
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pp. 20200934
Keyword(s):
1976 ◽
Vol 27
(1-3)
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pp. 201-218
1991 ◽
Vol 34
(3)
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pp. 385-391
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Keyword(s):