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

被引：82

作者：

SINAI, YG

机构：

来源：

THEORETICAL AND MATHEMATICAL PHYSICS | 1992年 / 90卷 / 03期

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

页码：219 / 241

页数：23

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