| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1153760 | Statistics & Probability Letters | 2010 | 5 Pages |
Abstract
In this article, we obtain exact asymptotics of the sojourn probability of Brownian motion with large drift on a small curvilinear strip in a finite time interval.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Vitalii Gasanenko,