An asymptotic estimate for the hitting time of a half-line by two-dimensional Brownian motion

DOI10.1215/KJM/1260975041MaRDI QIDQ965073zbMATHOpenAlexFDO

Authors Yasuki Isozaki

Publication date 21 April 2010

Published in Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.kjm/1260975041

zbMATH Keywords

hitting timelocal timehitting placetwo-dimensional Brownian motionfluctuation identityWiener-Hopf decomposition

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Brownian motion (60J65)

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