Brownian Motion Between Two Random Trajectories

Lv, Y

Lv, Y (reprint author), Beijing Normal Univ, Sch Sci Math, Beijing 100875, Peoples R China.

MARKOV PROCESSES AND RELATED FIELDS, 2019; 25 (2): 359

Abstract

Consider the first exit time of one-dimensional Brownian motion {B-s}(s >= 0) from a random passageway. We discuss a Brownian motion with two time-......

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