/mcpassage

The first passage time distribution for Brownian Motion

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What is this?

The first passage time distribution for Brownian Motion

TODO

  • There should be a max and a min value the trajectory ever reached
  • If negative value and smaller than min then add one to the given level
  • If positive act value and larger than the max value add one to the given level
  • Pandas is useless for this and a numpy array with sufficient index calculation should be used.