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Asymptotic estimates for the first hitting time of fluctuating additive functionals of Brownian motion

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Séminaire de Probabilités XXXIV

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1729))

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Author information

Authors and Affiliations

  1. Department of Mathematics, Graduate School of Science, Osaka University, 560-0043, Toyonaka, Japan

    Y. Isozaki

  2. Department of Mathematics, Graduate School of Science, Osaka University, 560-0043, Toyonaka, Japan

    S. Kotani

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  1. Y. Isozaki
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  2. S. Kotani
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Jacques Azéma Michel Ledoux Michel Émery Marc Yor

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© 2000 Springer-Verlag

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Isozaki, Y., Kotani, S. (2000). Asymptotic estimates for the first hitting time of fluctuating additive functionals of Brownian motion. In: Azéma, J., Ledoux, M., Émery, M., Yor, M. (eds) Séminaire de Probabilités XXXIV. Lecture Notes in Mathematics, vol 1729. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0103814

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  • DOI: https://doi.org/10.1007/BFb0103814

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-67314-9

  • Online ISBN: 978-3-540-46413-6

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