The influence of a power law drift on the exit time of Brownian motion from a half-line (Q877724)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The influence of a power law drift on the exit time of Brownian motion from a half-line |
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The influence of a power law drift on the exit time of Brownian motion from a half-line (English)
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3 May 2007
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lifetime
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Brownian motion
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Bessel process
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large deviations
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calculus of variations
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\(h\)-transform
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