Danilo Del Vescovo

most citedOn the joint distribution of first-passage time and first-passage area of drifted Brownian motion

15 citations · 15 across the 1 of their papers we have counts for

collaborators

1 paper

math.PR2016★ 15 cited

On the joint distribution of first-passage time and first-passage area of drifted Brownian motion

Mario Abundo, Danilo Del Vescovo

For drifted Brownian motion $X (t) = x - μ t + B_{t} (μ > 0)$ starting from $x > 0,$ we study the joint distribution of the first-passage time below zero, $τ (x),$ and the first-passage ar…