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Timeline for Brownian motion above another one.

Current License: CC BY-SA 3.0

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Dec 8, 2012 at 12:16 comment added Piotr Miłoś @Steve - I am not quite sure what you mean. But I do not see any "easy, standard" way to use Brownian scaling.
Dec 7, 2012 at 16:44 comment added Steve Huntsman Have you tried expressing $X$ as the expected crossing time of a Brownian motion after subtracting the two motions and rescaling?
Dec 7, 2012 at 15:14 history asked Piotr Miłoś CC BY-SA 3.0