Hitting law asymptotics for a fluctuating Brownian functional

zbMath1145.60044MaRDI QIDQ935574

Paul McGill

Publication date: 11 August 2008

Published in: Osaka Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ojm/1216151107

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Brownian motion (60J65) Integral equations of the convolution type (Abel, Picard, Toeplitz and Wiener-Hopf type) (45E10)

Cites Work

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