Brownian motion, parabolic drift, number of vertices, concave majorant, Airy functions, jump processes, Grenander estimator | (1) |
Brownian motion; hitting time; heavy-tailed distribution; scaled Brownian excursion; Bessel bridge; Brownian bridge | (1) |
Horn-shaped domain, $h$-transform, Feynman-Kac representation, exit place of Brownian motion, harmonic measure. | (1) |
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Distribution of the Brownian motion on its way to hitting zero Chigansky, Pavel; The Hebrew University - Klebaner, Fima C.; Monash University
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The Exit Place of Brownian Motion in the Complement of a Horn DeBlassie, Dante; Texas A&M University
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Vertices of the Least Concave Majorant of Brownian Motion with Parabolic Drift Groeneboom, Piet; Delft University of Technology
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