An Independence in Brownian Motion with Constant Drift

Frederick Stern

doi:10.1214/aop/1176995763

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Home > Journals > Ann. Probab. > Volume 5 > Issue 4 > Article

August, 1977 An Independence in Brownian Motion with Constant Drift

Frederick Stern

Ann. Probab. 5(4): 571-572 (August, 1977). DOI: 10.1214/aop/1176995763

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Abstract

For Brownian motion with constant drift, when and where the first exit from $(-b, b)$ occur are independent random variables.

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Frederick Stern. "An Independence in Brownian Motion with Constant Drift." Ann. Probab. 5 (4) 571 - 572, August, 1977. https://doi.org/10.1214/aop/1176995763