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The first exit time of planar Brownian motion from the interior of a parabola

Author
BANUELOS, Rodrigo1 ; DANTE DEBLASSIE, R2 ; SMITS, Robert3
[1] Purdue University, United States
[2] Texas A&M University, United States
[3] Towson University, United States
Source

Annals of probability. 2001, Vol 29, Num 2, pp 882-901 ; ref : 9 ref

CODEN
APBYAE
ISSN
0091-1798
Scientific domain
Mathematics
Publisher
Institute of Mathematical Statistics, Hayward, CA
Publication country
United States
Document type
Article
Language
English
Keyword (fr)
Espérance mathématique Fonction propre Grande déviation Mouvement brownien Théorème existence Développement fonction propre Fonctionnelle Feynman Kac Processus Bessel Temps exit
Keyword (en)
Mathematical expectation Eigenfunction Large deviation Brownian motion Existence theorem Eigenfunction expansion Feynman Kac functional Bessel process Exit time
Keyword (es)
Esperanza matemática Función propia Gran desviación Movimiento browniano Teorema existencia
Classification
Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01G Limit theorems

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01J Markov processes

Discipline
Mathematics
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
14086520

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

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