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Quasi-Limiting Behavior of Drifted Brownian Motion - MaRDI portal

Quasi-Limiting Behavior of Drifted Brownian Motion (Q5093992)

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scientific article; zbMATH DE number 7565948
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English
Quasi-Limiting Behavior of Drifted Brownian Motion
scientific article; zbMATH DE number 7565948

    Statements

    author
    Iddo Ben-Ari
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    Sang-Joon Lee
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    publication date
    2 August 2022
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    zbMATH Keywords
    Brownian motion
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    quasistationary distribution
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    domain of attraction
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    heavy-tailed distributions
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    arXiv classification
    math.PR
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    Identifiers

    Mathematics Subject Classification ID
    60J65
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    60F99
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    60J35
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    60G70
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    zbMATH DE Number
    7565948
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    arXiv ID
    2001.04523
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