An asymptotic estimate for the hitting time of a half-line by two-dimensional Brownian motion

DOI10.1215/kjm/1260975041zbMath1195.60109OpenAlexW1504794980MaRDI QIDQ965073

Yasuki Isozaki

Publication date: 21 April 2010

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.kjm/1260975041

zbMATH Keywords

local timehitting timehitting placetwo-dimensional Brownian motionfluctuation identityWiener-Hopf decomposition

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Brownian motion (60J65)

Related Items (1)

Hitting of a line or a half-line in the plane by two-dimensional symmetric stable Lévy processes

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