The first exit time of Brownian motion from a parabolic domain

Bernoulli

Volumn 8, Issue 6, 2002, Pages 745-765

  Lifshits, Mikhail ^a   Shi, Zhan ^b  

^a ST PETERSBURG STATE UNIVERSITY   (Russian Federation)

^b SORBONNE UNIVERSITÉ   (France)

Author keywords

Bessel process; Brownian motion; Exit time

Indexed keywords

EID: 0012683399     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (14)

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