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Statistics and Probability Letters
Volumn 70, Issue 3, 2004, Pages 199-209
Path collapse for multidimensional Brownian motion with rebirth
Author keywords

Absorbing Brownian motion; Barrier options; Collapsing paths; Harmonic measure
Indexed keywords

EID: 10644276145     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2004.10.006     Document Type: Article
Times cited : (3)
References (5)
  • 2
    • 10644259137 scopus 로고    scopus 로고
    • Ergodic properties of multidimensional Brownian motion with rebirth
    • preprint
    • Grigorescu I. Kang M. 2001. Ergodic properties of multidimensional Brownian motion with rebirth, preprint
    • (2001)
    • Grigorescu, I.1    Kang, M.2
  • 3
    • 0141464960 scopus 로고    scopus 로고
    • Brownian motion on the figure eight
    • I. Grigorescu M. Kang Brownian motion on the figure eight J. Theoret. Probab. 15 3 2002 817-844
    • (2002) J. Theoret. Probab. , vol.15 , Issue.3 , pp. 817-844
    • Grigorescu, I.1    Kang, M.2
  • 4
    • 0037276167 scopus 로고    scopus 로고
    • Path collapse for an inhomogeneous random walk
    • I. Grigorescu M. Kang Path collapse for an inhomogeneous random walk J. Theoret. Probab. 16 1 2003 147-159
    • (2003) J. Theoret. Probab. , vol.16 , Issue.1 , pp. 147-159
    • Grigorescu, I.1    Kang, M.2
  • 5
    • 0001623265 scopus 로고
    • The Dirichlet problem in nonsmooth domains
    • D. Jerison C. Kenig The Dirichlet problem in nonsmooth domains Ann. Math. (2) 113 2 1981 367-382
    • (1981) Ann. Math. (2) , vol.113 , Issue.2 , pp. 367-382
    • Jerison, D.1    Kenig, C.2

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.