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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 80, 2008 - Issue 2-3: A Festschrift for Priscilla Greenwood
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Original Articles

Predicting the last zero of Brownian motion with drift

J. du Toit School of Mathematics, The University of Manchester, Oxford Road, Manchester, M13 9PL, UKView further author information
,
G. Peskir School of Mathematics, The University of Manchester, Oxford Road, Manchester, M13 9PL, UKCorrespondence[email protected]
&
A. N. Shiryaev Steklov Mathematical Institute, Gubkina Street 8, 119991, Moscow, RussiaView further author information
Pages 229-245 | Received 09 Nov 2007, Accepted 25 Nov 2007, Published online: 09 Oct 2008

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