Asymptotics for diffusion first-passage laws

DOI10.3150/07-BEJ117zbMath1202.60130MaRDI QIDQ605857

Paul McGill

Publication date: 15 November 2010

Published in: Bernoulli (Search for Journal in Brave)

zbMATH Keywords

diffusionasymptotic expansionTauberian theoremhitting law

Mathematics Subject Classification ID

Diffusion processes (60J60) Limit theorems in probability theory (60F99)

Cites Work

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• The occupation time of Brownian motion in a ball
• An integral test for the supremum of Wiener local time
• About the measure of heavily visited points of the Brownian motion
• Diffusion processes and their sample paths.
• An asymptotic estimate for Brownian motion with drift
• Asymptotic behavior of the local score of independent and identically distributed random sequences.
• Packing Measure, and its Evaluation for a Brownian Path

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