scientific article; zbMATH DE number 6129127

zbMATH Open1265.60156MaRDI QIDQ4900627FDOQ4900627

Authors: Wenbin Che, Lixin Song, Jinghai Feng, Dawei Lu 

Publication date: 24 January 2013

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Brownian motionBessel functionasymptotic estimatesSlepian's inequalitycase of Bessel functionthe first exit time

Mathematics Subject Classification ID

Brownian motion (60J65)

Cited In (7)

• On the conditional expectation of the first exit time of Brownian motion
• First exit time from a bounded interval for a certain class of additive functionals of Brownian motion
• Some explicit distributions related to the first exit time from a bounded interval for certain functionals of Brownian motion
• Title not available (Why is that?)
• The first exit time of a Brownian motion from an unbounded convex domain
• The first exit time of Brownian motion form a parabolic domain
• Minkowski sums and Brownian exit times

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