Brownian motion, parabolic drift, Airy functions | (1) |
Brownian motion; hitting time; Brownian meander; Bessel bridge | (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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The Maximum of Brownian Motion with Parabolic Drift Janson, Svante; Uppsala University - Louchard, Guy; Université Libre de Bruxelles - Martin-Löf, Anders; Stockholm University
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On the distribution of the Brownian motion process on its way to hitting zero Borovkov, Konstantin; University of Melbourne
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