Tail estimates for the Brownian excursion area and other Brownian areas
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Publication:1039000
DOI10.1214/EJP.v12-471zbMath1189.60148arXiv0707.0991MaRDI QIDQ1039000
Publication date: 20 November 2009
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0707.0991
double Laplace transformasymptotics for density functions right tailBrownian areastwo-dimensional saddle point method
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