Asymptotics for diffusion first-passage laws (Q605857)

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Asymptotics for diffusion first-passage laws
scientific article

    Statements

    title
    Asymptotics for diffusion first-passage laws (English)
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    author
    Paul McGill
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    published in
    Bernoulli
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    publication date
    15 November 2010
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    zbMATH Keywords
    asymptotic expansion
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    diffusion
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    hitting law
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    Tauberian theorem
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    Identifiers

    DOI
    10.3150/07-BEJ117
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    zbMATH DE Number
    5816113
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