The Brownian escape process
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Publication:754556
DOI10.1214/AOP/1176994945zbMATH Open0416.60086OpenAlexW2078253322MaRDI QIDQ754556FDOQ754556
Authors: R. K. Getoor 
Publication date: 1979
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176994945
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- Distribution of the time to explosion for one-dimensional diffusions
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- Escape rates for multidimensional shift self-similar additive sequences
- Self-similar processes with independent increments associated with Lévy and Bessel processes.
- On a problem of Erdös and Taylor
- Random Brownian scaling identities and splicing of Bessel processes
- Another look at the integral of exponential Brownian motion and the pricing of Asian options
- The occupation time of Brownian motion in a ball
- The Brownian disk viewed from a boundary point
- Equilibrium measure and Brownian escape process
- Call option prices based on Bessel processes
- Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes
- Absolutely continuous compensators
- Excursions of Brownian motion and bessel processes
- Exact packing measure of the range of \(\psi\)-super Brownian motions
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