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Russian Mathematical Surveys, 2017, Volume 72, Issue 6, Pages 1165–1167
DOI: https://doi.org/10.1070/RM9803
(Mi rm9803)
 

Brief Communications

On the first-hitting times of a Brownian motion with a change point

D. I. Lisovskii

Steklov Mathematical Institute of Russian Academy of Sciences, Moscow
References:
Funding agency Grant number
Russian Science Foundation 15-11-30042
This work was supported by the Russian Science Foundation under grant no. 15-11-30042.
Received: 02.10.2017
Bibliographic databases:
Document Type: Article
MSC: Primary 60J65, 60E10; Secondary 60G40
Language: English
Original paper language: Russian
Citation: D. I. Lisovskii, “On the first-hitting times of a Brownian motion with a change point”, Russian Math. Surveys, 72:6 (2017), 1165–1167
Citation in format AMSBIB
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\by D.~I.~Lisovskii
\paper On the first-hitting times of a~Brownian motion with a~change point
\jour Russian Math. Surveys
\yr 2017
\vol 72
\issue 6
\pages 1165--1167
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  • https://doi.org/10.1070/RM9803
  • https://www.mathnet.ru/eng/rm/v72/i6/p197
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