An asymptotic estimate for the hitting time of a half-line by two-dimensional Brownian motion (Q965073)
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scientific article; zbMATH DE number 5696849
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| English | An asymptotic estimate for the hitting time of a half-line by two-dimensional Brownian motion |
scientific article; zbMATH DE number 5696849 |
Statements
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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0.8157620429992676
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0.8153470754623413
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0.7886621952056885
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