Some Asymptotic Formulas for a Brownian Motion From the Maximum and Minimum Complicated Domains
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Publication:2794788
DOI10.1080/03610926.2013.823210zbMath1332.60055OpenAlexW2024496526MaRDI QIDQ2794788
Publication date: 11 March 2016
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2013.823210
Gaussian processes (60G15) Stopping times; optimal stopping problems; gambling theory (60G40) Large deviations (60F10)
Cites Work
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- A note on multivariate Gaussian estimates
- Some inequalities for Gaussian processes and applications
- The first exit time of a Brownian motion from an unbounded convex domain
- The Asymptotic Behavior of a Brownian Motion with a Drift from a Random Domain
- ON ESTIMATES AND THE ASYMPTOTIC BEHAVIOR OF NONEXIT PROBABILITIES OF A WIENER PROCESS TO A MOVING BOUNDARY
- Convex Analysis
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