An asymptotic estimate for the hitting time of a half-line by two-dimensional Brownian motion (Q965073)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An asymptotic estimate for the hitting time of a half-line by two-dimensional Brownian motion |
scientific article |
Statements
An asymptotic estimate for the hitting time of a half-line by two-dimensional Brownian motion (English)
0 references
21 April 2010
0 references
hitting time
0 references
hitting place
0 references
local time
0 references
two-dimensional Brownian motion
0 references
fluctuation identity
0 references
Wiener-Hopf decomposition
0 references
