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 作者：Ceren Vardar-Acar , Craig L. Zirbel , Gábor J. Székely 来源：[J].Journal of Computational and Applied Mathematics(IF 0.989), 2013, Vol.248, pp.61-75Elsevier 摘要：... To shed light on these relatively complicated aspects of sample paths, we consider Brownian motion with and without drift. We provide explicit calculations of the correlation between the supremum and the infimum of Brownian motion with drift. We establish a number of res...
 作者：Etienne Tanré , Pierre Vallois 来源：[J].Journal of Theoretical Probability(IF 0.55), 2006, Vol.19 (1), pp.45-69Springer 摘要：Abstract(#br)Let ( B δ ( t )) t ≥ 0 be a Brownian motion starting at 0 with drift δ > 0. Define by induction S 1 =− inf t ≥ 0 B δ ( t ), ρ 1 the last time such that B δ (ρ 1 )=− S 1 , S 2 =sup 0≤ t ≤ρ 1 B δ ( t ), ρ 2 the last time such that B δ (ρ 2 )= S ...
 作者：Chuancun Yin 来源：[J].Statistics and Probability Letters(IF 0.531), 1999, Vol.42 (4), pp.367-373Elsevier 摘要：Abstract(#br)Let X t be a standard d-dimensional Brownian motion with drift c started at a fixed X 0 , and let T be the hitting time for a sphere or concentric spherical shell. By using an appropriate martingale, a Laplace–Gegenbauer transform of the joint distribution of T ...
 作者：P. A. Ferrari , S. Martinez , J. San Martín 来源：[J].Journal of Statistical Physics(IF 1.4), 1997, Vol.86 (1-2), pp.213-231Springer 摘要：$$\sqrt t$$]]> , and for slow rates (supercritical case) m t is located around t . The critical rate is given by the decay of the minimal quasistationary distribution of this process. We also study in each case the asymptotic distribution of the process, scaled by ...
 作者：Emannuel Buffet 来源：[J].Journal of Applied Mathematics and Stochastic Analysis, 2003, Vol.16 (3), pp.201DOAJ 摘要：The distribution of the time at which Brownian motion with drift attains its maximum on a given interval is obtained by elementary methods. The proof depends on a remarkable integral identity involving Gaussian distribution functions.
 作者：Rodolphe Garbit , Kilian Raschel 来源：[J].Electronic Journal of Probability(IF 0.785), 2014, Vol.19Project Euclid 摘要：We investigate the tail distribution of the first exit time of Brownian motion with drift from a cone and find its exact asymptotics for a large class of cones. Our results show in particular that its exponential decreasing rate is a function of the distance between the drift and...
 作者：Wenyuan Wang , Xueyuan Wu , Xingchun Peng ... 来源：[J].Statistics and Probability Letters(IF 0.531), 2018, Vol.140, pp.13-22Elsevier 摘要：... a Brownian motion with drift and a compound Poisson model, are provided at the end of this paper and explicit results are presented with discussions.
 作者：Julien Berestycki , Éric Brunet , Simon C. Harris ... 来源：[J].Journal of Functional Analysis(IF 1.252), 2017, Vol.273 (6), pp.2107-2143Elsevier 摘要：Abstract(#br)We study a dyadic branching Brownian motion on the real line with absorption at 0, drift μ ∈ R and started from a single particle at position x > 0 . With K ( ∞ ) the (possibly infinite) total number of individuals absorbed at 0 over all time, we consider th...
 作者：Ralf Lindau , Victor Venema 来源：[J].International Journal of Climatology(IF 2.886), 2016, Vol.36 (2), pp.576-589Wiley 摘要：... We will show that the variances of shifted segmentations can be approximated by a Brownian motion with drift, where the signal‐to‐noise ratio ( SNR ) defines the drift size.(#br)Available formulae for one‐sided and continuous Brownian motion with drift are expanded t...
 作者：Makoto Katori 来源：[J].Journal of Statistical Physics(IF 1.4), 2012, Vol.148 (1), pp.38-52Springer 摘要：Abstract(#br)We consider an N -particle system of noncolliding Brownian motion starting from x 1 ≤ x 2 ≤…≤ x N with drift coefficients ν j , 1≤ j ≤ N satisfying ν 1 ≤ ν 2 ≤…≤ ν N . When all of the initial points are degenerated to be zero, x j =0, 1≤ ...