Dawei Lu, “Some Asymptotic Formulas for a Brownian Motion from The Maximum and Minimum Domains with Regular Varying Boundary”, Communications in Statistics - Theory and Methods, 43:18 (2014), 3848
Aurzada F., Dereich S., “Universality of the Asymptotics of the One-Sided Exit Problem for Integrated Processes”, Ann. Inst. Henri Poincare-Probab. Stat., 49:1 (2013), 236–251
Dawei Lu, Lixin Song, “Some Asymptotic Formulas for a Brownian Motion with a Regular Variation from a Parabolic Domain”, Communications in Statistics - Theory and Methods, 2013, 1304221333
LIXIN SONG, WENBIN CHE, DAWEI LU, “THE EXIT PROBABILITIES OF BROWNIAN MOTION WITH VARIABLE DIMENSION APPLYING TO THE CONTROL OF POPULATION GROWTH”, Int. J. Biomath, 2013, 1350027
Jinghai Shao, Xiuping Wang, “Estimates of the Exit Probability for Two Correlated Brownian Motions”, Advances in Applied Probability, 45:1 (2013), 37
Dawei Lu, Lixin Song, “The Asymptotic Behavior of a Brownian Motion with a Drift from a Random Domain”, Communications in Statistics - Theory and Methods, 41:1 (2012), 62
Simon C. Harris, Matthew I. Roberts, “The unscaled paths of branching Brownian motion”, Ann. Inst. H. Poincaré Probab. Statist., 48:2 (2012)
Dawei Lu, Lixin Song, “The First Exit Time of a Brownian Motion from the Minimum and Maximum Parabolic Domains”, J Theoret Probab, 2010
Lixin Song, Dawei Lu, Jinghai Feng, “The first exit time for a Bessel process from the minimum and maximum random domains”, Statistics & Probability Letters, 79:20 (2009), 2115
Bischoff W., Hashorva E., “A Lower Bound for Boundary Crossing Probabilities of Brownian Bridge/Motion with Trend”, Stat. Probab. Lett., 74:3 (2005), 265–271