Hitting a boundary point with reflected Brownian motion

ResearchWorks/Manakin Repository

Search ResearchWorks


Advanced Search

Browse

My Account

Statistics

Related Information

Hitting a boundary point with reflected Brownian motion

Show full item record

Title: Hitting a boundary point with reflected Brownian motion
Author: Burdzy, Krzysztof; Marshall, Donald E.
Abstract: An explicit integral test involving the reflection angle is given for the reflected Brownian motion in a half-plane to hit a fixed boundary point.
URI: http://hdl.handle.net/1773/2250

Files in this item

Files Size Format View
paper33.pdf 184.7Kb PDF View/Open

This item appears in the following Collection(s)

Show full item record