Asymptotic estimates for the distribution of additive functionals of Brownian motion by the Wiener-Hopf factorization method

DOI10.1215/KJM/1250518613MaRDI QIDQ1816617zbMATH OpenOpenAlexFDO

Authors Yasuki Isozaki

Publication date 18 November 1997

Published in Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1215/kjm/1250518613

zbMATH Keywords

Brownian motionfactorization methodlocal timeadditive functionals

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)

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(9)

• scientific article; zbMATH DE number 3888661 (Why is no real title available?)
• Fluctuation identities applied to the hitting time of a half-line in the plane
• Chung's law for homogeneous Brownian functionals
• scientific article; zbMATH DE number 2046398 (Why is no real title available?)
• Wiener-Hopf factorization for arithmetic Brownian motion with time-dependent drift and volatility
• Wiener-Hopf factorisation of Brownian motion
• scientific article; zbMATH DE number 1500601 (Why is no real title available?)
• Persistence probabilities and exponents
• Hitting of a line or a half-line in the plane by two-dimensional symmetric stable Lévy processes

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