Abstract
The rate of first passage of the integrated Wiener process to $x > 0$ is determined in terms of the "$\frac{1}{2}$-winding time" distribution of H. P. McKean, Jr. The probability that the integrated Wiener process is currently at its maximum is approximated.
Citation
Malcolm Goldman. "On the First Passage of the Integrated Wiener Process." Ann. Math. Statist. 42 (6) 2150 - 2155, December, 1971. https://doi.org/10.1214/aoms/1177693084
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