83 citations · 123 across the 2 of their papers we have counts for
2 papers
cond-mat.stat-mech2008★ 83 cited
On the time to reach maximum for a variety of constrained Brownian motions
Satya. N. Majumdar, Julien Randon-Furling, Michael J. Kearney +1
We derive P(M,t_m), the joint probability density of the maximum M and the time t_m at which this maximum is achieved for a class of constrained Brownian motions. In particular, we…
cond-mat.stat-mech2007★ 40 cited
Distribution of the time at which the deviation of a Brownian motion is maximum before its first-passage time
Julien Randon-Furling, Satya N. Majumdar
We calculate analytically the probability density of the time at which a continuous-time Brownian motion (with and without drift) attains its maximum before passing…