| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 7377362 | Physica A: Statistical Mechanics and its Applications | 2016 | 7 Pages |
Abstract
By using the law of the excursions of Brownian motion with drift, we find the distribution of the nth passage time of Brownian motion through a straight line S(t)=a+bt. In the special case when b=0, we extend the result to a space-time transformation of Brownian motion.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Mario Abundo,