Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154195 | Statistics & Probability Letters | 2016 | 6 Pages |
Abstract
We take up the problem of determining the distribution of the hitting time of a parabola by a Brownian motion. We use the maximum entropy method to obtain a good approximation to the true density from its translated fractional moments.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
H. Gzyl, A. Tagliani,