Asymptotics of first-passage time over a one-sided stochastic boundary (Q5919596)
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scientific article; zbMATH DE number 7097278
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of first-passage time over a one-sided stochastic boundary |
scientific article; zbMATH DE number 7097278 |
Statements
Asymptotics of first-passage time over a one-sided stochastic boundary (English)
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22 August 2019
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first-passage time
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stochastic boundary
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Brownian motion
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Lévy process
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local time
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continuous martingale
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