@article{AIHPB_1990__26_1_145_0,
author = {Deheuvels, Paul and Steinebach, Josef},
title = {On the sample path behavior of the first passage time process of a brownian motion with drift},
journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
pages = {145--179},
year = {1990},
publisher = {Gauthier-Villars},
volume = {26},
number = {1},
mrnumber = {1075443},
zbl = {0699.60018},
language = {en},
url = {https://www.numdam.org/item/AIHPB_1990__26_1_145_0/}
}
TY - JOUR AU - Deheuvels, Paul AU - Steinebach, Josef TI - On the sample path behavior of the first passage time process of a brownian motion with drift JO - Annales de l'I.H.P. Probabilités et statistiques PY - 1990 SP - 145 EP - 179 VL - 26 IS - 1 PB - Gauthier-Villars UR - https://www.numdam.org/item/AIHPB_1990__26_1_145_0/ LA - en ID - AIHPB_1990__26_1_145_0 ER -
%0 Journal Article %A Deheuvels, Paul %A Steinebach, Josef %T On the sample path behavior of the first passage time process of a brownian motion with drift %J Annales de l'I.H.P. Probabilités et statistiques %D 1990 %P 145-179 %V 26 %N 1 %I Gauthier-Villars %U https://www.numdam.org/item/AIHPB_1990__26_1_145_0/ %G en %F AIHPB_1990__26_1_145_0
Deheuvels, Paul; Steinebach, Josef. On the sample path behavior of the first passage time process of a brownian motion with drift. Annales de l'I.H.P. Probabilités et statistiques, Tome 26 (1990) no. 1, pp. 145-179. https://www.numdam.org/item/AIHPB_1990__26_1_145_0/
and , Time Process of a Standard Brownian Motion, Scand. Actuarial J., 1975, pp. 99-108. | Zbl
and , The Inverse Gaussian Distribution and its Statistical Application. A Review, J. R. Statist. Soc., Vol. B40, 1978, pp. 263-289. | Zbl | MR
and , On the Application of the Borel-Cantelli Lemma, Trans. Amer. Math. Soc., Vol. 72, 1952, pp. 179-186. | Zbl | MR
and , How Big are the Increments of a Wiener Process? Ann. Probab., Vol. 7, 1979, pp. 731-737. | Zbl | MR
and , Strong Approximations in Probability and Statistics, Academic Press, New York, 1981. | Zbl | MR
, and , Exact Convergence Rate in the Limit Theorems of Erdös-Rényi and Shepp, Ann. Probab., Vol. 14, 1986, pp. 209-223. | Zbl | MR
and , Exact Convergence Rates in Strong Approximation Laws for Large Increments of Partial Sums, Probab. Th. Rel. Fields, Vol. 76, pp. 369-393. | Zbl | MR
and , On a New Law of Large Numbers, J. Analyse Math., Vol. 23, 1970, pp. 103-111. | Zbl | MR
, An Introduction to Probability Theory and Its Application, Vol. I, Wiley, New York, 3rd ed., 1978.
and , On an Improved Erdös-Rényi-type Law for Increments of Partial Sums, Canad. J. Statist., Vol. 13, 1985, pp. 311-315. | Zbl | MR
and , Diffusion Processes and Their Sample Paths, Springer, Berlin, 1965. | Zbl | MR
and , Continuous Univariate Distributions-I, Wiley, New York, 1970.
, Statistical Properties of the Generalized Inverse Gaussian Distributions, Lecture Notes in Statistics, Vol. 9, Springer, Berlin, 1981. | Zbl
, and , An Approximation of Partial Sums of Independent r.v.'s and the Sample d.f. II., Z. Wahrsch. Verw. Geb., Vol. 34, 1976, pp. 33-58. | Zbl | MR
, Boundary Crossing of Brownian Motion, Lecture Notes in Statistics, Vol. 40, Springer, Berlin, 1986. | Zbl | MR
, Théorie de l'addition des variables aléatoires, Gauthier-Villars, Paris, 1937. | Zbl | JFM
, An Extended Version of the Erdös-Rényi Strong Law of Large Numbers, Ann. Probab., Vol. 17, 1989, pp. 257-265. | Zbl | MR
, On the Increments of Wiener and Related Processes, Ann. Probab., Vol. 10, 1982, pp. 613-622. | Zbl | MR
, Zur Theorie der Fall- und Steigversuche an Teilchen mit Brownscher Bewegung, Physik. Zeitschr., Vol. 16, 1915, pp. 289-295.
, Regularities of Irregularities on a Brownian Path, Ann. Inst. Fourier, Grenoble, Vol. 24, 2, 1974, pp. 195-203. | Zbl | MR | Numdam
, Statistical Properties of Inverse Gaussian Distributions I, Ann. Math. Statist., Vol. 28, 1957 a, pp. 362-377. | Zbl | MR
, Statistical Properties of Inverse Gaussian Distributions II, Ann. Math. Statist., Vol. 28, 1957 b, pp. 696-705. | Zbl | MR






