Estimates of the Exit Probability for Two Correlated Brownian Motions

Publisher： Cambridge University Press

E-ISSN： 1475-6064|45|1|37-50

ISSN： 0001-8678

Source： Advances in Applied Probability, Vol.45, Iss.1, 2013-03, pp. : 37-50

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Tanaka Formula for Multidimensional Brownian Motions

By Uemura H.  

Journal of Theoretical Probability, Vol. 17, Iss. 2, 2004-04 ,pp. : 347-366

Springer Publishing Company

Access to resources Recommend Favorite

Regularity of Intersection Local Times of Fractional Brownian Motions

By Wu Dongsheng   Xiao Yimin  

Journal of Theoretical Probability, Vol. 23, Iss. 4, 2010-12 ,pp. : 972-1001

Springer Publishing Company

Access to resources Recommend Favorite

On Parabolic Volterra Equations Disturbed by Fractional Brownian Motions

By Sperlich Stefan  

Stochastic Analysis and Applications, Vol. 27, Iss. 1, 2009-01 ,pp. : 74-94

Taylor & Francis Ltd

Access to resources Recommend Favorite

Translated Brownian Motions and Associated Wick Products

By Lanconelli Alberto  

Stochastic Analysis and Applications, Vol. 24, Iss. 4, 2006-01 ,pp. : 795-811

Taylor & Francis Ltd

Access to resources Recommend Favorite

AN INTEGRAL EQUATION FOR THE DISTRIBUTION OF THE FIRST EXIT TIME OF A REFLECTED BROWNIAN MOTION

By  

ANZIAM Journal, Vol. 50, Iss. 4, 2009-04 ,pp. : 445-454

Cambridge University Press

Access to resources Recommend Favorite