Quasi-Limiting Behavior of Drifted Brownian Motion

zbMath1494.60083arXiv2001.04523MaRDI QIDQ5093992

Iddo Ben-Ari, Sang-Joon Lee

Publication date: 2 August 2022

Full work available at URL: https://arxiv.org/abs/2001.04523

zbMATH Keywords

Brownian motionheavy-tailed distributionsdomain of attractionquasistationary distribution

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Brownian motion (60J65) Transition functions, generators and resolvents (60J35) Limit theorems in probability theory (60F99)

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