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

zbMATH Open1003.60074MaRDI QIDQ1603201FDOQ1603201

Authors: B. P. Harlamov 

Publication date: 25 June 2002

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

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zbMATH Keywords

Wiener processupper class neighborhood

Mathematics Subject Classification ID

Brownian motion (60J65)

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