An asymptotic estimate for the hitting time of a half-line by two-dimensional Brownian motion (Q965073)

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An asymptotic estimate for the hitting time of a half-line by two-dimensional Brownian motion
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    An asymptotic estimate for the hitting time of a half-line by two-dimensional Brownian motion (English)
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    21 April 2010
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    hitting time
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    hitting place
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    local time
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    two-dimensional Brownian motion
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    fluctuation identity
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    Wiener-Hopf decomposition
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