The influence of a power law drift on the exit time of Brownian motion from a half-line (Q877724)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The influence of a power law drift on the exit time of Brownian motion from a half-line |
scientific article; zbMATH DE number 5148877
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The influence of a power law drift on the exit time of Brownian motion from a half-line |
scientific article; zbMATH DE number 5148877 |
Statements
The influence of a power law drift on the exit time of Brownian motion from a half-line (English)
0 references
3 May 2007
0 references
lifetime
0 references
Brownian motion
0 references
Bessel process
0 references
large deviations
0 references
calculus of variations
0 references
\(h\)-transform
0 references
0 references
