Abstract
We present functional versions of recent results on the univariate distributions of the process $V_{x,u} = x + W_{u\tau(x)},$ $0\le u\le 1$, where $W_\bullet$ is the standard Brownian motion process, $x>0$ and $\tau (x) =\inf\{t>0 :\, W_{t}=-x\}$.
Citation
Konstantin Borovkov. "On the distribution of the Brownian motion process on its way to hitting zero." Electron. Commun. Probab. 15 281 - 285, 2010. https://doi.org/10.1214/ECP.v15-1555
Information