Let (left(B_{t}ight)_{t geqslant 0}) be a (mathrm{BM}^{1}). Find the distribution of (widetilde{xi}_{t}:=inf left{s geqslant t: B_{s}=0ight}).
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Let \(\left(B_{t}ight)_{t \geqslant 0}\) be a \(\mathrm{BM}^{1}\). Find the distribution of \(\widetilde{\xi}_{t}:=\inf \left\{s \geqslant t: B_{s}=0ight\}\).
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Brownian Motion A Guide To Random Processes And Stochastic Calculus De Gruyter Textbook
ISBN: 9783110741254
3rd Edition
Authors: René L. Schilling, Björn Böttcher
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