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Maximum excursion and infimum excursion for a transient Brownian motion. (Chinese. English summary) Zbl 0960.60062

Summary: For a transient Brownian motion, we give some definitions of maximum excursion and infimum excursion. We obtain their distributions, and the joint distributions of maximum (infimum) excursion and the first instance of attaining such a maximum (infimum). As a consequence, we obtain the distribution functions of the first instance of attaining such a maximum and the first instance of attaining such an infimum.

MSC:

60J65 Brownian motion
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