scientific article; zbMATH DE number 1500601

zbMATH Open0968.60071MaRDI QIDQ4501623FDOQ4501623

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Publication date: 2 September 2001

Full work available at URL: http://www.numdam.org/item?id=SPS_2000__34__374_0

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zbMATH Keywords

first hitting timeasymptotic estimate

Mathematics Subject Classification ID

Brownian motion (60J65)

Cited In (11)

• Persistence and exit times for some additive functionals of skew Bessel processes
• Some limiting laws associated with the integrated Brownian motion
• An asymptotic estimate for the hitting time of a half-line by two-dimensional Brownian motion
• Concentration of first hitting times under additive drift
• Hitting of a line or a half-line in the plane by two-dimensional symmetric stable Lévy processes
• The randomized first-hitting problem of continuously time-changed Brownian motion
• Chung's law for homogeneous Brownian functionals
• Persistence probabilities and exponents
• Hitting law asymptotics for a fluctuating Brownian functional
• Survival exponents for some Gaussian processes
• On the expectation of normalized Brownian functionals up to first hitting times

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