Pages that link to "Item:Q2495426"
From MaRDI portal
The following pages link to An asymptotic estimate for Brownian motion with drift (Q2495426):
Displaying 13 items.
- Drift perturbation of subordinate Brownian motions with Gaussian component (Q283046) (← links)
- Asymptotics for diffusion first-passage laws (Q605857) (← links)
- Annealed tail estimates for a Brownian motion in a drifted Brownian potential (Q879248) (← links)
- Étude asymptotique de certains mouvements browniens complexes avec drift (Q1067314) (← links)
- Some limit results for probabilities estimates of Brownian motion with polynomial drift (Q1959023) (← links)
- An extremum problem for some class of Brownian motions with drifts (Q2248592) (← links)
- Range of Brownian motion with drift (Q2433961) (← links)
- Brownian motion on $ \lbrack 0,\infty)$ with linear drift, reflected at zero: exact asymptotics for ergodic means (Q4596676) (← links)
- Some inequalities for Brownian motion with a drift (Q4816634) (← links)
- Asymptotic expansions for a model with distinguished “fast” and “slow” variables, described by a system of singularly perturbed stochastic differential equations (Q4848707) (← links)
- The last zero-crossing of an iterated brownian motion with drift (Q5086485) (← links)
- Small time asymptotics for Brownian motion with singular drift (Q5223187) (← links)
- Estimators for the Drift of Subfractional Brownian Motion (Q5419669) (← links)