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On the Absolute-Value Integral of a Brownian Motion with Drift: Exact and Asymptotic Formulae

Published Online: 2026-03-25

Published Print: 2026-06

Authors

Xia, Weixuan

Zhang, Yuyang
Funding

Funding for this research was provided by:

University of Southern California
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Text and Data Mining valid from 2026-03-25

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Article History

Received: 1 August 2024

Revised: 8 June 2025

Accepted: 20 December 2025

First Online: 25 March 2026

Declarations

:

: The authors have no competing interests to declare that are relevant to the content of this article.

: The authors declare no competing interests.

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