Large time asymptotics for Brownian hitting densities of transient concave curves
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Publication:1374851
DOI10.1023/A:1022662616608zbMath0890.60078MaRDI QIDQ1374851
Loren D. Pitt, J. Milne Anderson
Publication date: 23 June 1998
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Related Items (3)
The heat equation and reflected Brownian motion in time-dependent domains. ⋮ The first exit time of a Brownian motion from an unbounded convex domain ⋮ Boundary-crossing identities for diffusions having the time-inversion property
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