by Zierke, E..
Series: 1998-25, Preprints
A Brownian motion with positive drift moves between two barriers. If it reaches the lower barrier, it is immediately reset to a certain fixed level. The upper barrier is absorbing. This paper gives an exact formula of the absorption time of this Brownian motion. In a special case the result is extended to small negative drifts.
Absorbing Barrier, Absorption Time, Brownian Motion