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Some limit results for probabilities estimates of Brownian motion with polynomial drift - MaRDI portal

Some limit results for probabilities estimates of Brownian motion with polynomial drift (Q1959023)

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scientific article; zbMATH DE number 5794221
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English
Some limit results for probabilities estimates of Brownian motion with polynomial drift
scientific article; zbMATH DE number 5794221

    Statements

    Some limit results for probabilities estimates of Brownian motion with polynomial drift (English)
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    1 October 2010
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    Brownian motion with polynomial drift
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    Slepian's lemma
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    lower tail and large deviation probabilities
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    level crossing probabilities
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