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Another visit to two halflines
Published online by Cambridge University Press: 01 July 2016
Abstract
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We shall use three basic properties of Brownian motion to derive in an elegant and non-computational way the probability that standard Brownian motion, starting from 0, will ever cross the halflines t → αt + β or t → γt + δ where γ, δ < 0 < α, β.
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- Copyright © Applied Probability Trust 1989
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