The Brownian escape process
From MaRDI portal
Publication:754556
DOI10.1214/aop/1176994945zbMath0416.60086OpenAlexW2078253322MaRDI QIDQ754556
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
Related Items
Distribution of the time to explosion for one-dimensional diffusions, Escape rates for multidimensional shift self-similar additive sequences, Another look at the integral of exponential Brownian motion and the pricing of Asian options, The Brownian disk viewed from a boundary point, Brownian motion normalized by maximum local time, Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes, ABSOLUTELY CONTINUOUS COMPENSATORS, The occupation time of Brownian motion in a ball, Exact packing measure of the range of \(\psi\)-super Brownian motions, Moments and distributions of the last exit times for a class of Markov processes, Call option prices based on Bessel processes, Self-similar processes with independent increments associated with Lévy and Bessel processes., The characterization of equilibrium potentials and last exit distributions for elliptic diffusion processes, Conditioning a diffusion at first-passage and last-exit times, and a mirage arising in drug therapy for HIV, Excursions of Brownian motion and bessel processes, AN INTRODUCTION TO THE THEORY OF SELF-SIMILAR STOCHASTIC PROCESSES, On a problem of Erdös and Taylor, Equilibrium measure and Brownian escape process, Random Brownian scaling identities and splicing of Bessel processes