Add to ORKGSuppose that g(t) and Wt are independent Brownian motions starting from g(0) = W0 = 0. Consider the Brownian motion Yt re ected on g(t), obtained from Wt by the means of the Skorohod lemma. The upper and lower limiting behaviors of Yt are presented. The upper tail estimate on exit time is computed via principal eigenvalue.Supported in part by NSF Grant DMS-0102238 and supported in part by NSF Grant DMS-997201
This work is a study of the relationship between Brownian motion and elementary, linear partial diff...
Two domain functionals describing the averaged expectation of exit times and averaged variance of ex...
We obtain some integrability properties and some limit Theorems for the exit time from a cone of a p...
Abstract. Suppose that g(t) and Wt are independent Brownian motions starting from g(0) = W0 = 0. Con...
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This work is a study of the relationship between Brownian motion and elementary, linear partial diff...
Two domain functionals describing the averaged expectation of exit times and averaged variance of ex...
We obtain some integrability properties and some limit Theorems for the exit time from a cone of a p...
Abstract. Suppose that g(t) and Wt are independent Brownian motions starting from g(0) = W0 = 0. Con...
Let Wt be a standard Brownian motion and define R(t, 1) = maxt-1[less-than-or-equals, slant]s[less-t...
We study some limit theorems for the normalized law of integrated Brownian motion perturbe...
Motivated by the central limit theorem for weakly dependent variables, we show that the Brownian mot...
We will show that if a sequence of domains D [subscript] k increases to a domain D then the reflecte...
The integrability and the tail distribution of the first exit time from unbounded domain of Brownian...
We study a scaled version of a two-parameter Brownian penalization model introduced by Roynette-Vall...
AbstractRecently, N. Kôno gave a limit theorem for occupation times of fractional Brownian motion, w...
AbstractWe penalise Brownian motion by a function of its one-sided supremum considered up to the las...
We derive, the joint probability density of the maximum), ( mtMP M and the time at which this maximu...
We analyze the tail behavior of the maximum $N$ of $\{W(t)-t^2:t\ge0\}$, where $W$ is standard Brown...
We remark on a limitting behaviour of occupation times on unbounded domains of Brownian motions. It ...
This work is a study of the relationship between Brownian motion and elementary, linear partial diff...
Two domain functionals describing the averaged expectation of exit times and averaged variance of ex...
We obtain some integrability properties and some limit Theorems for the exit time from a cone of a p...