{"id":"https://openalex.org/W2949506181","doi":"https://doi.org/10.1017/s0021900200009463","title":"First Passage Time of Skew Brownian Motion","display_name":"First Passage Time of Skew Brownian Motion","publication_year":2012,"publication_date":"2012-09-01","ids":{"openalex":"https://openalex.org/W2949506181","doi":"https://doi.org/10.1017/s0021900200009463","mag":"2949506181"},"language":"en","primary_location":{"id":"doi:10.1017/s0021900200009463","is_oa":false,"landing_page_url":"https://doi.org/10.1017/s0021900200009463","pdf_url":null,"source":{"id":"https://openalex.org/S160779208","display_name":"Journal of Applied Probability","issn_l":"0021-9002","issn":["0021-9002","1475-6072"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310311721","host_organization_name":"Cambridge University Press","host_organization_lineage":["https://openalex.org/P4310311721","https://openalex.org/P4310311702"],"host_organization_lineage_names":["Cambridge University Press","University of Cambridge"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Applied Probability","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5002180998","display_name":"Thilanka Appuhamillage","orcid":null},"institutions":[{"id":"https://openalex.org/I131249849","display_name":"Oregon State University","ror":"https://ror.org/00ysfqy60","country_code":"US","type":"education","lineage":["https://openalex.org/I131249849"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Thilanka Appuhamillage","raw_affiliation_strings":["Oregon State University"],"affiliations":[{"raw_affiliation_string":"Oregon State University","institution_ids":["https://openalex.org/I131249849"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5061155671","display_name":"Daniel Sheldon","orcid":"https://orcid.org/0000-0002-4257-2432"},"institutions":[{"id":"https://openalex.org/I131249849","display_name":"Oregon State University","ror":"https://ror.org/00ysfqy60","country_code":"US","type":"education","lineage":["https://openalex.org/I131249849"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Daniel Sheldon","raw_affiliation_strings":["Oregon State University"],"affiliations":[{"raw_affiliation_string":"Oregon State University","institution_ids":["https://openalex.org/I131249849"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5002180998","https://openalex.org/A5061155671"],"corresponding_institution_ids":["https://openalex.org/I131249849"],"apc_list":null,"apc_paid":null,"fwci":0.769,"has_fulltext":true,"cited_by_count":8,"citation_normalized_percentile":{"value":0.81527672,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":"49","issue":"03","first_page":"685","last_page":"696"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9937000274658203,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9937000274658203,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9926999807357788,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9713000059127808,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.8649072647094727},{"id":"https://openalex.org/keywords/skew","display_name":"Skew","score":0.7684005498886108},{"id":"https://openalex.org/keywords/excursion","display_name":"Excursion","score":0.7327001690864563},{"id":"https://openalex.org/keywords/brownian-motion","display_name":"Brownian motion","score":0.7127647399902344},{"id":"https://openalex.org/keywords/distribution","display_name":"Distribution (mathematics)","score":0.5587002038955688},{"id":"https://openalex.org/keywords/brownian-excursion","display_name":"Brownian excursion","score":0.5529079437255859},{"id":"https://openalex.org/keywords/reflected-brownian-motion","display_name":"Reflected Brownian motion","score":0.45897406339645386},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.45203697681427},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.38650381565093994},{"id":"https://openalex.org/keywords/diffusion-process","display_name":"Diffusion process","score":0.3710825443267822},{"id":"https://openalex.org/keywords/geometric-brownian-motion","display_name":"Geometric Brownian motion","score":0.3409973978996277},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.33413609862327576},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.1923927664756775},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.0904991626739502},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.05071642994880676}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.8649072647094727},{"id":"https://openalex.org/C43711488","wikidata":"https://www.wikidata.org/wiki/Q7534783","display_name":"Skew","level":2,"score":0.7684005498886108},{"id":"https://openalex.org/C2780550144","wikidata":"https://www.wikidata.org/wiki/Q1156976","display_name":"Excursion","level":2,"score":0.7327001690864563},{"id":"https://openalex.org/C112401455","wikidata":"https://www.wikidata.org/wiki/Q178036","display_name":"Brownian motion","level":2,"score":0.7127647399902344},{"id":"https://openalex.org/C110121322","wikidata":"https://www.wikidata.org/wiki/Q865811","display_name":"Distribution (mathematics)","level":2,"score":0.5587002038955688},{"id":"https://openalex.org/C53920899","wikidata":"https://www.wikidata.org/wiki/Q4976524","display_name":"Brownian excursion","level":5,"score":0.5529079437255859},{"id":"https://openalex.org/C116779161","wikidata":"https://www.wikidata.org/wiki/Q7307228","display_name":"Reflected Brownian motion","level":5,"score":0.45897406339645386},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.45203697681427},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.38650381565093994},{"id":"https://openalex.org/C68710425","wikidata":"https://www.wikidata.org/wiki/Q5275442","display_name":"Diffusion process","level":3,"score":0.3710825443267822},{"id":"https://openalex.org/C101615488","wikidata":"https://www.wikidata.org/wiki/Q1503307","display_name":"Geometric Brownian motion","level":4,"score":0.3409973978996277},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.33413609862327576},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.1923927664756775},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0904991626739502},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.05071642994880676},{"id":"https://openalex.org/C1276947","wikidata":"https://www.wikidata.org/wiki/Q333","display_name":"Astronomy","level":1,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C3017618536","wikidata":"https://www.wikidata.org/wiki/Q304994","display_name":"Innovation diffusion","level":2,"score":0.0},{"id":"https://openalex.org/C56739046","wikidata":"https://www.wikidata.org/wiki/Q192060","display_name":"Knowledge management","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1017/s0021900200009463","is_oa":false,"landing_page_url":"https://doi.org/10.1017/s0021900200009463","pdf_url":null,"source":{"id":"https://openalex.org/S160779208","display_name":"Journal of Applied Probability","issn_l":"0021-9002","issn":["0021-9002","1475-6072"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310311721","host_organization_name":"Cambridge University Press","host_organization_lineage":["https://openalex.org/P4310311721","https://openalex.org/P4310311702"],"host_organization_lineage_names":["Cambridge University Press","University of Cambridge"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Applied Probability","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G123669008","display_name":"Postdoctoral Research Fellowships in Biology for FY 2009","funder_award_id":"0905885","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G202032895","display_name":"CMG:    Mathematical and Experimental Analysis of Reactive Transport in Discontinuous Porous Media","funder_award_id":"0724865","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"}],"funders":[{"id":"https://openalex.org/F4320306076","display_name":"National Science Foundation","ror":"https://ror.org/021nxhr62"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":24,"referenced_works":["https://openalex.org/W120758644","https://openalex.org/W1551752279","https://openalex.org/W1594513799","https://openalex.org/W1861200796","https://openalex.org/W1963892533","https://openalex.org/W1964110293","https://openalex.org/W2000991167","https://openalex.org/W2005361088","https://openalex.org/W2006735074","https://openalex.org/W2010787909","https://openalex.org/W2016175455","https://openalex.org/W2021684797","https://openalex.org/W2054973894","https://openalex.org/W2057575528","https://openalex.org/W2066574710","https://openalex.org/W2086944021","https://openalex.org/W2091466952","https://openalex.org/W2091841927","https://openalex.org/W2112015986","https://openalex.org/W2118425473","https://openalex.org/W2138308704","https://openalex.org/W2144292431","https://openalex.org/W2751862591","https://openalex.org/W4299916229"],"related_works":["https://openalex.org/W4386755294","https://openalex.org/W4243887497","https://openalex.org/W4235302815","https://openalex.org/W4252969574","https://openalex.org/W2090226811","https://openalex.org/W1555736713","https://openalex.org/W1998252320","https://openalex.org/W2062991246","https://openalex.org/W1600805754","https://openalex.org/W2952752092"],"abstract_inverted_index":{"Nearly":[0],"fifty":[1],"years":[2],"after":[3],"the":[4,15,43,60],"introduction":[5],"of":[6,29,45,49],"skew":[7,50],"Brownian":[8,51],"motion":[9],"by":[10],"It\u00f4":[11],"and":[12,31,34,36,53],"McKean":[13],"(1963),":[14],"first":[16,26,61],"passage":[17,62],"time":[18,63],"distribution":[19,44],"remains":[20],"unknown.":[21],"In":[22],"this":[23],"paper":[24],"we":[25],"generalize":[27],"results":[28,57],"Pitman":[30],"Yor":[32],"(2011)":[33],"Cs\u00e1ki":[35],"Hu":[37],"(2004)":[38],"to":[39,58],"derive":[40,59],"formulae":[41],"for":[42],"ranked":[46],"excursion":[47],"heights":[48],"motion,":[52],"then":[54],"use":[55],"these":[56],"distribution.":[64]},"counts_by_year":[{"year":2017,"cited_by_count":4},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":2}],"updated_date":"2026-04-21T08:09:41.155169","created_date":"2025-10-10T00:00:00"}
