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The first exit time of planar Brownian motion from the interior of a parabola - MaRDI portal

The first exit time of planar Brownian motion from the interior of a parabola (Q1872209)

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scientific article; zbMATH DE number 1906004
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English
The first exit time of planar Brownian motion from the interior of a parabola
scientific article; zbMATH DE number 1906004

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    The first exit time of planar Brownian motion from the interior of a parabola (English)
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    6 May 2003
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    exit times
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    eigenfunction expansions
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    Feynman-Kac functionals
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    Bessel processes
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    large deviation
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