Geodesic
On the joint distribution of $\sup(B_s-\mu s)$ and $\inf(B_s-\nu s)$ for Brownian motion $B_s$
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 63 (2008) no. 6, pp. 1154-1155 
M. V. Zhitlukhin. On the joint distribution of $\sup(B_s-\mu s)$ and $\inf(B_s-\nu s)$ for Brownian motion $B_s$. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 63 (2008) no. 6, pp. 1154-1155. http://geodesic.mathdoc.fr/item/RM_2008_63_6_a11/
@article{RM_2008_63_6_a11,
     author = {M. V. Zhitlukhin},
     title = {On the joint distribution of $\sup(B_s-\mu s)$ and $\inf(B_s-\nu s)$ for {Brownian} motion~$B_s$},
     journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
     pages = {1154--1155},
     year = {2008},
     volume = {63},
     number = {6},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/RM_2008_63_6_a11/}
}
TY  - JOUR
AU  - M. V. Zhitlukhin
TI  - On the joint distribution of $\sup(B_s-\mu s)$ and $\inf(B_s-\nu s)$ for Brownian motion $B_s$
JO  - Trudy Matematicheskogo Instituta imeni V.A. Steklova
PY  - 2008
SP  - 1154
EP  - 1155
VL  - 63
IS  - 6
UR  - http://geodesic.mathdoc.fr/item/RM_2008_63_6_a11/
LA  - en
ID  - RM_2008_63_6_a11
ER  - 
%0 Journal Article
%A M. V. Zhitlukhin
%T On the joint distribution of $\sup(B_s-\mu s)$ and $\inf(B_s-\nu s)$ for Brownian motion $B_s$
%J Trudy Matematicheskogo Instituta imeni V.A. Steklova
%D 2008
%P 1154-1155
%V 63
%N 6
%U http://geodesic.mathdoc.fr/item/RM_2008_63_6_a11/
%G en
%F RM_2008_63_6_a11

Voir la notice de l'article provenant de la source Math-Net.Ru

[1] M. Teunen, M. Goovaerts, Scand. Actuar. J., 2 (1994), 139–150 | MR | Zbl

[2] L. Barba Escriba, Ann. Probab., 15:4 (1987), 1524–1526 | DOI | MR | Zbl

[3] D. Revuz, M. Yor, Continuous martingales and Brownian motion, 3rd ed., Grundlehren Math. Wiss., 293, Springer-Verlag, Berlin, 1999 | MR | Zbl