M. Abundo

activity

20122023

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

15 citations · 63 across the 13 of their papers we have counts for

collaborators

Showing 2016Show all

2 papers · 1 filter

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…

math.PR2016★ 7 cited

On the excursions of drifted Brownian motion and the successive passage times of Brownian motion

Mario Abundo

By using the law of the excursions of Brownian motion with drift, we find the distribution of the $n -$ th passage time of Brownian motion through a straight line $S (t) = a + b t .$ In…