The first exit time of a Brownian motion from an unbounded convex domain

Annals of Probability

Volumn 31, Issue 2, 2003, Pages 1078-1096

  Li, Wenbo V ^a  

^a UNIVERSITY OF DELAWARE   (United States)

Author keywords

Asymptotic tail distribution; Bessel process; Brownian motion; Exit probabilities; Slepian's inequality

Indexed keywords

EID: 0038336041     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1048516546     Document Type: Article

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