The Joint Distribution of the Maximum Excursion and the Minimum Excursion for Brownian Motion with Drift

Chinese Quarterly Journal of Mathematics ›› 2007, Vol. 22 ›› Issue (1): 57-62.

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The Joint Distribution of the Maximum Excursion and the Minimum Excursion for Brownian Motion with Drift

1.Department of Mathematics,Qufu Normal University,Shandong 273165,China; 2.School of Mathematics,Nankai University,Tianjin 300071,China

Received:2003-08-11 Online:2007-03-30 Published:2023-11-13
About author: LÜ Yu-hua(1965-),male,native of Yanzhou,Shandong,a professor of Qufu Normal University, Ph.D.,engages in stochastic process.
Supported by:
Supported by the National Natural Foundation of China(10271062,10411076)； Supported by the Research Fund for the Doctorial Program of Qufu Normal University(20050701)；

Abstract

CLC Number:

O211.6

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.

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The Joint Distribution of the Maximum Excursion and the Minimum Excursion for Brownian Motion with Drift

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