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A diffusion process stopped at the first time its amplitude reaches a fixed level. (Diffusion arrêtée au premier instant où l’amplitude atteint un niveau donné.) (French) Zbl 0808.60069
The amplitude of a real process \(x_ t\) is defined to be the difference between its maximum and minimum process. For the cases of \(x_ t\) being a Brownian motion, a continuous diffusion or the angular part of a planar Brownian motion, the distribution of the first time when the amplitude reaches a pregiven level is studied and characterized.
Reviewer: M.Kohlmann (Bonn)

MSC:
60J60 Diffusion processes
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