On the Probability of Exit from a Square-Root Boundary by the Norm of a Brownian Motion

DOI10.1137/1130017zbMath0657.60103OpenAlexW2030047047MaRDI QIDQ3805594

A. F. Ronzhin

Publication date: 1986

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1130017

zbMATH Keywords

hitting timesquare root boundary

Mathematics Subject Classification ID

Brownian motion (60J65)

Related Items (2)

Extremes of weighted Brownian bridges in increasing dimension ⋮ Change-point analysis in increasing dimension

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