Timeline for Does the density of a stopped drifted Brownian motion vanish at zero?
Current License: CC BY-SA 4.0
7 events
| when toggle format | what | by | license | comment | |
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| Dec 2, 2021 at 11:37 | vote | accept | GJC20 | ||
| Dec 2, 2021 at 0:13 | answer | added | Mateusz Kwaśnicki | timeline score: 3 | |
| Dec 1, 2021 at 20:39 | comment | added | user420828 | Could you please provide the reference for the joint density of $(\sup_{0\le s\le t}(-s+W_s), t+W_t)$? My feeling is that the related arguments might be adapted to your case, while I am unable to find its derivation... | |
| Dec 1, 2021 at 16:59 | history | edited | GJC20 | CC BY-SA 4.0 |
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| Dec 1, 2021 at 8:32 | history | edited | GJC20 | CC BY-SA 4.0 |
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| Dec 1, 2021 at 6:00 | history | edited | GJC20 | CC BY-SA 4.0 |
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| Nov 30, 2021 at 22:05 | history | asked | GJC20 | CC BY-SA 4.0 |