| The first-passage area for drifted Brownian motion and the moments of the Airy distribution (2007) | |||||||||
Abstract | |||||||||
| An exact expression for the distribution of the area swept out by a drifted Brownian motion till its first-passage time is derived. A study of the asymptotic behaviour confirms earlier conjectures and clarifies their range of validity. The analysis also leads to a simple closed-form solution for the moments of the Airy distribution.. Comment: 13 pages | |||||||||
Publication details | |||||||||
| |||||||||