| Título: | Boundary Crossings of Brownian Motion |
| Autores: | Hashorva, Enkelejd; University of Bern, Switzerland |
| Fecha: | 2005-01-01 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: | No aplica |
| Descripción: | Let $B$ be a standard Brownian motion and let $b_\gamma$ be a piecewise linear continuous boundary function. In this paper we obtain an exact asymptotic expansion of $P\{ B(t) < b_\gamma(t), \forall t\in [0,1]\} $ provided that the boundary function satisfies $\lim_{\gamma \to \infty} b_\gamma(t^*)= -\infty$ for some $t^*\in (0,1]$. |
| Idioma: | No aplica |
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