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The first passage time on the (reflected) Brownian motion with broken drift hitting a random boundary

Zhao, ZW; Xi, YJ

Xi, YJ (corresponding author), Nankai Univ, Sch Math Sci, Tianjin 300071, Peoples R China.

STATISTICS & PROBABILITY LETTERS, 2021; 171 ():

Abstract

This paper studies the first passage times of a (reflected) Brownian motion with broken drift over a random boundary. The time-dependent Meyer-Tanaka ......

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