Another visit to two halflines

Authors
Hooghiemstra, G.
Citation
G. Hooghiemstra,, Another visit to two halflines, Advances in applied probability , 21(4), 1989, pp. 935-937
Journal title
Advances in applied probability → ACNP
ISSN journal
00018678
Volume
21
Issue
4
Year of publication
1989
Pages
935 - 937
Database
ACNP
SICI code
Abstract
We shall use three basic properties of Brownian motion to derive in an elegant and non-computational way the probability that standard Brownian motion, starting from 0, will ever cross the halflines t . .t + . or t . .t + . where ., . < 0 < ., ..