Some limit results for probabilities estimates of Brownian motion with polynomial drift

Jiao Li ()
Additional contact information
Jiao Li: Fudan University

Indian Journal of Pure and Applied Mathematics, 2010, vol. 41, issue 3, 425-442

Abstract: Abstract Let (B t + f(t))t∈[0,+∞) be a Brownian motion with polynomial drift f(t), where f(t) is a polynomial. Some Limit Results for Lower tail and large deviation probabilities estimates, and Level crossing probabilities estimates of (B t + f(t))t∈[0,+∞) are given in this paper.

Keywords: Brownian; motion; with; polynomial; drift; Slepian’s; lemma; Lower; tail; and; large; deviation; Probabilities; Level; crossing; probabilities (search for similar items in EconPapers)
Date: 2010
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s13226-010-0026-9 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:indpam:v:41:y:2010:i:3:d:10.1007_s13226-010-0026-9

Ordering information: This journal article can be ordered from
https://www.springer.com/journal/13226

DOI: 10.1007/s13226-010-0026-9

Access Statistics for this article

Indian Journal of Pure and Applied Mathematics is currently edited by Nidhi Chandhoke

More articles in Indian Journal of Pure and Applied Mathematics from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().