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

DOI10.1215/KJM/1250518613zbMATH Open0876.60067OpenAlexW1608735932MaRDI QIDQ1816617FDOQ1816617

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

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zbMATH Keywords

Brownian motionfactorization methodlocal timeadditive functionals

Mathematics Subject Classification ID

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

Cited In (9)

• Title not available (Why is that?)
• Fluctuation identities applied to the hitting time of a half-line in the plane
• Title not available (Why is that?)
• Hitting of a line or a half-line in the plane by two-dimensional symmetric stable Lévy processes
• Wiener-Hopf factorisation of Brownian motion
• Chung's law for homogeneous Brownian functionals
• Wiener-Hopf factorization for arithmetic Brownian motion with time-dependent drift and volatility
• Persistence probabilities and exponents
• Title not available (Why is that?)

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