Large Time Asymptotics for Brownian Hitting Densities of Transient Concave Curves

Journal of Theoretical Probability

Volumn 10, Issue 4, 1997, Pages 921-934

  Anderson, J M ^a   Pitt, Loren D ^b  

^a UNIVERSITY COLLEGE LONDON   (United Kingdom)

^b University of Virginia   (United States)

Author keywords

Brownian motion; Hitting density

Indexed keywords

EID: 0031488996     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1022662616608     Document Type: Article

References (10)

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