An asymptotic estimate for Brownian motion with drift
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Publication:2495426
DOI10.1016/j.spl.2005.12.023zbMath1091.60020OpenAlexW2056905843MaRDI QIDQ2495426
Publication date: 30 June 2006
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2005.12.023
Brownian motion (60J65) Sturm-Liouville theory (34B24) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60)
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Cites Work
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- The occupation time of Brownian motion in a ball
- An integral test for the supremum of Wiener local time
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