Some Asymptotic Formulas for a Brownian Motion from The Maximum and Minimum Domains with Regular Varying Boundary

DOI10.1080/03610926.2012.702364zbMath1319.60161OpenAlexW2086085397MaRDI QIDQ2931578

Dawei Lu

Publication date: 26 November 2014

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

Full work available at URL: https://doi.org/10.1080/03610926.2012.702364

zbMATH Keywords

Brownian motionregular functionGordon's inequalityexit probabilities

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Large deviations (60F10)

Cites Work

• 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
• Subexponential behaviour of the Dirichlet heat kernel
• The first exit time of planar Brownian motion from the interior of a parabola
• ON ESTIMATES AND THE ASYMPTOTIC BEHAVIOR OF NONEXIT PROBABILITIES OF A WIENER PROCESS TO A MOVING BOUNDARY
• Brownian motion in twisted domains
• Convex Analysis

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