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Teoreticheskaya i Matematicheskaya Fizika, 1992, Volume 90, Number 3, Pages 323–353
(Mi tmf5546)
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This article is cited in 83 scientific papers (total in 84 papers)
Distribution of some functionals of the integral of a random walk
Ya. G. Sinai Landau Institute for Theoretical Physics, USSR Academy of Sciences
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.
Received: 22.08.1991
Citation:
Ya. G. Sinai, “Distribution of some functionals of the integral of a random walk”, TMF, 90:3 (1992), 323–353; Theoret. and Math. Phys., 90:3 (1992), 219–241
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https://www.mathnet.ru/eng/tmf5546 https://www.mathnet.ru/eng/tmf/v90/i3/p323
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Abstract page: | 727 | Full-text PDF : | 283 | References: | 118 | First page: | 4 |
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