First-passage times of two-dimensional Brownian motion

DOI10.1017/APR.2016.64zbMATH Open1358.60084OpenAlexW2564173337MaRDI QIDQ2963684FDOQ2963684

Authors: Steven Kou, Haowen Zhong 

Publication date: 21 February 2017

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aap/1482548428

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zbMATH Keywords

default correlationfirst-passage timestwo-dimensional Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65)

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