Some limit results for probabilities estimates of Brownian motion with polynomial drift

DOI10.1007/s13226-010-0026-9zbMath1205.60145OpenAlexW2023934245MaRDI QIDQ1959023

Jiao Li

Publication date: 1 October 2010

Published in: Indian Journal of Pure \& Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13226-010-0026-9

zbMATH Keywords

level crossing probabilitiesSlepian's lemmaBrownian motion with polynomial driftlower tail and large deviation probabilities

Mathematics Subject Classification ID

Brownian motion (60J65) Large deviations (60F10)

Related Items (2)

Maximal Inequalities for Fractional Brownian Motion: An Overview ⋮ Some Maximal Inequalities for Fractional Brownian Motion with Polynomial Drift

Cites Work

• Extremes and related properties of random sequences and processes
• Asymptotic behavior of divergences and Cameron-Martin theorem on loop spaces.
• First Passage Time for a Particular Gaussian Process
• Foundations of Modern Probability
• Asymptotic Properties of the Maximum in a Stationary Gaussian Process
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