Large Time Asymptotics for Brownian Hitting Densities of Transient Concave Curves

J. M. Anderson and Loren D. Pitt

Journal of Theoretical Probability, 1997, vol. 10, issue 4, 921-934

Abstract: Abstract With appropriate regularity assumptions on the increasing concave function x=β(t)

Keywords: Brownian motion; hitting density (search for similar items in EconPapers)
Date: 1997
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DOI: 10.1023/A:1022662616608

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