Some Asymptotic Formulas for a Brownian Motion From the Maximum and Minimum Complicated Domains

DOI10.1080/03610926.2013.823210zbMath1332.60055OpenAlexW2024496526MaRDI QIDQ2794788

Dawei Lu

Publication date: 11 March 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.823210

zbMATH Keywords

Brownian motionGordon's inequalityasymptotical estimates

Mathematics Subject Classification ID

Gaussian processes (60G15) Stopping times; optimal stopping problems; gambling theory (60G40) Large deviations (60F10)

Cites Work

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• A note on multivariate Gaussian estimates
• Some inequalities for Gaussian processes and applications
• The first exit time of a Brownian motion from an unbounded convex domain
• The Asymptotic Behavior of a Brownian Motion with a Drift from a Random Domain
• ON ESTIMATES AND THE ASYMPTOTIC BEHAVIOR OF NONEXIT PROBABILITIES OF A WIENER PROCESS TO A MOVING BOUNDARY
• Convex Analysis

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