English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Plus monthly

Global: Zendy Tools annual

Global: Zendy Tools monthly

Global: Zendy Free Plan

We present functional versions of recent results on the univariatedistributions of the process $V_{x,u} = x + W_{u\tau(x)},$ $0\le u\le 1$, where$W_\bullet$ is the standard Brownian motion process, $x>0$ and $\tau (x)=\inf\{t>0 : W_{t}=-x\}$.

On the distribution of the Brownian motion process on its way to hitting zero