{"paper":{"title":"The last zero crossing of an iterated Brownian motion with drift","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Enzo Orsingher, Francesco Iafrate","submitted_at":"2018-03-02T15:07:52Z","abstract_excerpt":"In this paper we consider the iterated Brownian motion $ ^{\\mu_1}_{\\mu_2}\\!I(t) = B_1^{\\mu_1} ( | B_{2}^{\\mu_2} (t)|) $ where $B_j^{\\mu_j} , j=1,2$ are two independent Brownian motions with drift $\\mu_j$. Here we study the last zero crossing of $ ^{\\mu_1}_{\\mu_2}\\!I(t) $ and for this purpose we derive the last zero-crossing distribution of the drifted Brownian motion. We derive also the joint distribution of the last zero crossing before $ t $ and of the first passage time through the zero level of a Brownian motion with drift $ \\mu $ after $ t $. All these results permit us to derive explicit"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1803.00877","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}