节点文献
The Joint Distribution of the Maximum Excursion and the Minimum Excursion for Brownian Motion with Drift
【摘要】 <正>In this paper,we discuss the problem of extreme value for Brownian motion with positive drift.We obtain the joint distribution of the maximum excursion and the minimum excursion.
【Abstract】 In this paper,we discuss the problem of extreme value for Brownian motion with positive drift.We obtain the joint distribution of the maximum excursion and the minimum excursion.
【关键词】 Brownian motion；
ruin time；
the first hitting time；
the last exit time；
maximum excursion；
minimum excursion；
【Key words】 Brownian motion； ruin time； the first hitting time； the last exit time； maximum excursion； minimum excursion；
【Key words】 Brownian motion； ruin time； the first hitting time； the last exit time； maximum excursion； minimum excursion；
【基金】 Supported by the National Natural Foundation of China(10271062,10411076);Supported by the Research Fund for the Doctorial Program of Qufu Normal University(20050701)
- 【文献出处】 数学季刊 ,Chinese Quarterly Journal of Mathematics , 编辑部邮箱 ,2007年01期
- 【分类号】O211.6
- 【下载频次】34