Research Reports from the Department of Operations

Authors

Teunis J. Ott

Document Type

Report

Publication Date

6-1-1975

Abstract

This report presents an alternative derivation for the transient distribution of Brownian Motion Processes on [0,∞) with drift and a reflecting boundary at zero. The result is applied to determine the joint distributions of the maximum and minimum values of the process X_H over specified intervals. The Brownian Motion Process is also examined on (−∞,∞) with drift but without boundaries. The findings extend known results to cases with drift, offering broader insights into the behavior of Brownian motion processes under these conditions.

Keywords

Operations research, Stochastic processes, Brownian motion processes, Boundary value problems

Publication Title

Technical Memorandums from the Department of Operations, School of Management, Case Western Reserve University

Issue

Technical memorandum no. 361

Rights

This work is in the public domain and may be freely downloaded for personal or academic use

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