Asymptotics for diffusion first-passage laws
From MaRDI portal
Publication:605857
DOI10.3150/07-BEJ117zbMath1202.60130MaRDI QIDQ605857
Publication date: 15 November 2010
Published in: Bernoulli (Search for Journal in Brave)
Cites Work
- The occupation time of Brownian motion in a ball
- An integral test for the supremum of Wiener local time
- About the measure of heavily visited points of the Brownian motion
- Diffusion processes and their sample paths.
- An asymptotic estimate for Brownian motion with drift
- Asymptotic behavior of the local score of independent and identically distributed random sequences.
- Packing Measure, and its Evaluation for a Brownian Path
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Asymptotics for diffusion first-passage laws