The moments of the area under reflected Brownian bridge conditional on its local time at zero
Author
Abstract
Suggested Citation
DOI: 10.1155/S1048953300000137
Download full text from publisher
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Mario Abundo, 2013. "On the First-Passage Area of a One-Dimensional Jump-Diffusion Process," Methodology and Computing in Applied Probability, Springer, vol. 15(1), pages 85-103, March.
- Mario Abundo & Danilo Del Vescovo, 2017. "On the Joint Distribution of First-passage Time and First-passage Area of Drifted Brownian Motion," Methodology and Computing in Applied Probability, Springer, vol. 19(3), pages 985-996, September.
- Mario Abundo & Sara Furia, 2019. "Joint Distribution of First-Passage Time and First-Passage Area of Certain Lévy Processes," Methodology and Computing in Applied Probability, Springer, vol. 21(4), pages 1283-1302, December.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hin:jnijsa:430231. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Mohamed Abdelhakeem (email available below). General contact details of provider: https://www.hindawi.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.