Brief Communications

On the first-hitting times of a Brownian motion with a change point

D. I. Lisovskii

Steklov Mathematical Institute of Russian Academy of Sciences, Moscow

MSC: Primary 60J65, 60E10; Secondary 60G40


Presented: D. V. Treschev
Accepted: 02.10.2017

DOI: 10.4213/rm9803

 English version: Russian Mathematical Surveys, 2017, 72:6, 1165–1167

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