Some limit results for probabilities estimates of Brownian motion with polynomial drift
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Publication:1959023
DOI10.1007/s13226-010-0026-9zbMath1205.60145MaRDI QIDQ1959023
Publication date: 1 October 2010
Published in: Indian Journal of Pure \& Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13226-010-0026-9
level crossing probabilities; Slepian's lemma; Brownian motion with polynomial drift; lower tail and large deviation probabilities
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