Some limit results for probabilities estimates of Brownian motion with polynomial drift

DOI10.1007/S13226-010-0026-9MaRDI QIDQ1959023zbMATH OpenOpenAlexFDO

Authors Jiao Li

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

zbMATH Keywords

Brownian motion with polynomial driftlevel crossing probabilitieslower tail and large deviation probabilitiesSlepian's lemma

Mathematics Subject Classification ID

Large deviations (60F10) Brownian motion (60J65)

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Cites work

• Asymptotic behavior of divergences and Cameron-Martin theorem on loop spaces.
• Asymptotic Properties of the Maximum in a Stationary Gaussian Process
• Extremes and related properties of random sequences and processes
• First Passage Time for a Particular Gaussian Process
• Foundations of Modern Probability
• scientific article; zbMATH DE number 49190 (Why is no real title available?)
• scientific article; zbMATH DE number 3591122 (Why is no real title available?)

Cited in

(5)

• An asymptotic estimate for Brownian motion with drift
• Some maximal inequalities for fractional Brownian motion with polynomial drift
• The asymptotic behavior of a Brownian motion with a drift from a random domain
• Cone exponents of Brownian motions with particular drifts
• Maximal Inequalities for Fractional Brownian Motion: An Overview

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