44 citations · 187 across the 43 of their papers we have counts for
Showing 2015 · math.PRShow all
2 papers · 2 filters
math.PR2015★ 1 cited
Optimal Surviving Strategy for Drifted Brownian Motions with Absorption
Wenpin Tang, Li-Cheng Tsai
We study the 'Up the River' problem formulated by Aldous (2002), where a unit drift is distributed among a finite collection of Brownian particles on , which are an…
math.PR2015★ 1 cited
The spans in Brownian motion
Steven N. Evans, Jim Pitman, Wenpin Tang
For , let be a -dimensional standard Brownian motion. We study the -Brownian span set $Span(d):=\{t-s;~ B^d_s=B^d_t~\mbox{for some}~0 \l…