An Independence in Brownian Motion with Constant Drift
Open Access
- 1 August 1977
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Probability
- Vol. 5 (4) , 571-572
- https://doi.org/10.1214/aop/1176995763
Abstract
For Brownian motion with constant drift, when and where the first exit from $(-b, b)$ occur are independent random variables.
Keywords
This publication has 0 references indexed in Scilit: