Asymptotics for a curve with a given distribution density of the first exit position for a Wiener process

MaRDI QIDQ1603201zbMATH OpenFDO

Authors B. P. Harlamov

Publication date 25 June 2002

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

zbMATH Keywords

Wiener processupper class neighborhood

Mathematics Subject Classification ID

Brownian motion (60J65)

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