Brownian motion on $ \lbrack 0,\infty)$ with linear drift, reflected at zero: exact asymptotics for ergodic means (Q4596676)
From MaRDI portal
scientific article; zbMATH DE number 6815281
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Brownian motion on $ \lbrack 0,\infty)$ with linear drift, reflected at zero: exact asymptotics for ergodic means |
scientific article; zbMATH DE number 6815281 |
Statements
Brownian motion on $ \lbrack 0,\infty)$ with linear drift, reflected at zero: exact asymptotics for ergodic means (English)
0 references
4 December 2017
0 references
Brownian motion with drift
0 references
reflected at zero
0 references
ergodicity
0 references
sojourn time
0 references
large deviations
0 references
Airy function
0 references
Schoedinger operator
0 references
0 references
