The first exit time of planar Brownian motion from the interior of a parabola

Annals of Probability

Volumn 29, Issue 2, 2001, Pages 882-901

  Bañuelos, Rodrigo ^a   Deblassie, R Dante ^b   Smits, Robert ^c  

^a PURDUE UNIVERSITY   (United States)

^b TEXAS A AND M UNIVERSITY   (United States)

^c TOWSON UNIVERSITY   (United States)

Author keywords

Bessel processes; Eigenfunction expansions; Exit times; Feynman Kac functionals; Large deviation

Indexed keywords

EID: 0035537290     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1008956696     Document Type: Article

References (9)

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