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

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

Keywords

  • Brownian Motion
  • Asymptotic Estimate
  • Additive Functional
  • Strong Markov Property
  • Negative Excursion

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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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