Abstract
Let (B t + f(t))t∈[0,+∞) be a Brownian motion with polynomial drift f(t), where f(t) is a polynomial. Some Limit Results for Lower tail and large deviation probabilities estimates, and Level crossing probabilities estimates of (B t + f(t))t∈[0,+∞) are given in this paper.
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Li, J. Some limit results for probabilities estimates of Brownian motion with polynomial drift. Indian J Pure Appl Math 41, 425–442 (2010). https://doi.org/10.1007/s13226-010-0026-9
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DOI: https://doi.org/10.1007/s13226-010-0026-9