Asymptotics for an arcsin type result
Annales de l'I.H.P. Probabilités et statistiques (1994)
- Volume: 30, Issue: 2, page 235-243
- ISSN: 0246-0203
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topHobson, David. "Asymptotics for an arcsin type result." Annales de l'I.H.P. Probabilités et statistiques 30.2 (1994): 235-243. <http://eudml.org/doc/77481>.
@article{Hobson1994,
author = {Hobson, David},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Brownian sample path; arcsin law; excursion theory; Brownian motion},
language = {eng},
number = {2},
pages = {235-243},
publisher = {Gauthier-Villars},
title = {Asymptotics for an arcsin type result},
url = {http://eudml.org/doc/77481},
volume = {30},
year = {1994},
}
TY - JOUR
AU - Hobson, David
TI - Asymptotics for an arcsin type result
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1994
PB - Gauthier-Villars
VL - 30
IS - 2
SP - 235
EP - 243
LA - eng
KW - Brownian sample path; arcsin law; excursion theory; Brownian motion
UR - http://eudml.org/doc/77481
ER -
References
top- [1] N. Ikeda and S. Watanabe, Stochastic DifferentialEquations and Diffusion Processes, North Holland-Kodanska, Amsterdam and Tokyo, 1981. Zbl0495.60005MR637061
- [2] T. Meyre, Étude asymptotique du temps passé par le mouvement brownien dans un cône, Ann. Inst. Henri Poincaré, Vol. 27, 1991, pp. 107-124. Zbl0727.60092MR1098566
- [3] T.S. Mountford, Limiting Behaviour of the Occupation of Wedges by Complex Brownian Motion, Prob. Th. Rel. Fields, Vol. 84, 1990, pp. 55-65. Zbl0694.60074MR1027820
- [4] L.C.G. Rogers, A Guided Tour Through Excursions, Bull. London Math. Soc., Vol. 21, 1989, pp. 305-341. Zbl0689.60075MR998631
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