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Statistics of the first passage time of Brownian motion conditioned by maximum value or area

Kearney, MJ and Majumdar, SN (2014) Statistics of the first passage time of Brownian motion conditioned by maximum value or area JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL, 47 (46), ARTN 4.

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Item Type: Article
Divisions : Faculty of Engineering and Physical Sciences > Physics
Authors :
AuthorsEmailORCID
Kearney, MJUNSPECIFIEDUNSPECIFIED
Majumdar, SNUNSPECIFIEDUNSPECIFIED
Date : 21 November 2014
Identification Number : 10.1088/1751-8113/47/45/465001
Uncontrolled Keywords : Science & Technology, Physical Sciences, Physics, Multidisciplinary, Physics, Mathematical, Physics, Brownian motion, first passage time, conditioned, RANDOMLY ACCELERATED PARTICLE, AIRY DISTRIBUTION, 1ST-PASSAGE, EXCURSION, FUNCTIONALS
Related URLs :
Additional Information : This is an author-created, un-copyedited version of an article accepted for publication in JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL. The publisher is not responsible for any errors or omissions in this version of the manuscript or any version derived from it. The Version of Record is available online at http://dx.doi.org/10.1088/1751-8113/47/45/465001
Depositing User : Symplectic Elements
Date Deposited : 12 Jun 2015 16:23
Last Modified : 30 Oct 2015 02:08
URI: http://epubs.surrey.ac.uk/id/eprint/807771

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