Brownian motion with lower class moving boundaries which grow faster than t**(1/2)

DOI10.1214/aop/1176993657zbMath0503.60080OpenAlexW1968147197MaRDI QIDQ1173339

Richard F. Bass, Michael Craig Cranston

Publication date: 1983

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993657

zbMATH Keywords

moving boundaries

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40)

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The first exit time of a Brownian motion from an unbounded convex domain

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