DISTRIBUTION OF SOME FUNCTIONALS OF THE INTEGRAL OF A RANDOM-WALK

被引:82
|
作者
SINAI, YG
机构
关键词
D O I
10.1007/BF01036528
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
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.
引用
收藏
页码:219 / 241
页数:23
相关论文
共 50 条