Distribution of some functionals of the integral of a random walk View Full Text


Ontology type: schema:ScholarlyArticle     


Article Info

DATE

1992-03

AUTHORS

Ya. G. Sinai

ABSTRACT

The asymptotic behavior of the probabilities associated with the first crossing of a straight line or parabola by the integral of a Brownian curve is studied.

PAGES

219-241

Journal

TITLE

Theoretical and Mathematical Physics

ISSUE

3

VOLUME

90

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/bf01036528

DOI

http://dx.doi.org/10.1007/bf01036528

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1024184349


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