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

DOI10.1215/KJM/1260975041zbMATH Open1195.60109OpenAlexW1504794980MaRDI QIDQ965073FDOQ965073

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

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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)

Cited In (9)

• Hitting Lines with Two-Dimensional Brownian Motion
• Title not available (Why is that?)
• Asymptotic estimates of the distribution of Brownian hitting time of a disc
• Fluctuation identities applied to the hitting time of a half-line in the plane
• Hitting of a line or a half-line in the plane by two-dimensional symmetric stable Lévy processes
• HITTING TIME OF A HALF-LINE BY A TWO-DIMENSIONAL NON-SYMMETRIC RANDOM WALK
• Title not available (Why is that?)
• LOWER TAIL INDEPENDENCE OF HITTING TIMES OF TWO-DIMENSIONAL DIFFUSIONS
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