Limit at zero of the Brownian first-passage density
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Publication:1849740
DOI10.1007/s004400200208zbMath1004.60081OpenAlexW2042058073MaRDI QIDQ1849740
Publication date: 1 December 2002
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s004400200208
integral equationBrownian motionstrong Markov propertyreflection principlefirst-passage timeupper and lower functioncurved nonlinear boundaryKolmogorov's test
Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Volterra integral equations (45D05) Inverse problems for integral equations (45Q05)
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