摘要: In this paper,we discuss the problem of extreme value for Brownian motion with positive drift.We obtain the joint distribution of the maximum excursion and the minimum excursion.
中图分类号:
吕玉华, 徐润. 带漂移的布朗运动的极大游程与极小游程的联合分布[J]. 数学季刊, 2007, 22(1): 57-62.
LLÜ Yu-hua, XU Run. The Joint Distribution of the Maximum Excursion and the Minimum Excursion for Brownian Motion with Drift[J]. Chinese Quarterly Journal of Mathematics, 2007, 22(1): 57-62.