Yu Lu
Abstract
In this paper, a definition of maximum excursion on a cylinder for Brownian Motion is given. And the distribution of maximum excursion and the first instance of attaining such a maximum are obtained.
A significance statement is not available in the OpenAlex record.
A contribution statement is not available in the OpenAlex record.
Method details are not available in the OpenAlex metadata.
Findings are not separately available in the OpenAlex metadata.
Limitations are not available in the OpenAlex metadata.
Application details are not available in the OpenAlex metadata.
In this paper, a definition of maximum excursion on a cylinder for Brownian Motion is given. And the distribution of maximum excursion and the first instance of attaining such a maximum are obtained.
Key concepts: Excursion, Brownian motion, Brownian excursion, Cylinder, Mathematics, Motion (physics), Geometric Brownian motion, Mechanics