Small deviation of Brownian motion with large drift
In: Statistics & probability letters, Jg. 80 (2010), Heft 21-22, S. 1618-1622
Online
academicJournal
- print, 1/4 p
In this article, we obtain exact asymptotics of the sojourn probability of Brownian motion with large drift on a small curvilinear strip in a finite time interval.
Titel: |
Small deviation of Brownian motion with large drift
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Autor/in / Beteiligte Person: | GASANENKO, Vitalii |
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Zeitschrift: | Statistics & probability letters, Jg. 80 (2010), Heft 21-22, S. 1618-1622 |
Veröffentlichung: | Amsterdam: Elsevier, 2010 |
Medientyp: | academicJournal |
Umfang: | print, 1/4 p |
ISSN: | 0167-7152 (print) |
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