@article{SPS_2000__34__374_0, author = {Isozaki, Yasuki and Kotani, Shinichi}, title = {Asymptotic estimates for the first hitting time of fluctuating additive functionals of brownian motion}, journal = {S\'eminaire de probabilit\'es de Strasbourg}, pages = {374--387}, publisher = {Springer - Lecture Notes in Mathematics}, volume = {34}, year = {2000}, mrnumber = {1768075}, zbl = {0968.60071}, language = {en}, url = {http://www.numdam.org/item/SPS_2000__34__374_0/} }
TY - JOUR AU - Isozaki, Yasuki AU - Kotani, Shinichi TI - Asymptotic estimates for the first hitting time of fluctuating additive functionals of brownian motion JO - Séminaire de probabilités de Strasbourg PY - 2000 SP - 374 EP - 387 VL - 34 PB - Springer - Lecture Notes in Mathematics UR - http://www.numdam.org/item/SPS_2000__34__374_0/ LA - en ID - SPS_2000__34__374_0 ER -
%0 Journal Article %A Isozaki, Yasuki %A Kotani, Shinichi %T Asymptotic estimates for the first hitting time of fluctuating additive functionals of brownian motion %J Séminaire de probabilités de Strasbourg %D 2000 %P 374-387 %V 34 %I Springer - Lecture Notes in Mathematics %U http://www.numdam.org/item/SPS_2000__34__374_0/ %G en %F SPS_2000__34__374_0
Isozaki, Yasuki; Kotani, Shinichi. Asymptotic estimates for the first hitting time of fluctuating additive functionals of brownian motion. Séminaire de probabilités de Strasbourg, Tome 34 (2000), pp. 374-387. http://www.numdam.org/item/SPS_2000__34__374_0/
[1] A Handbook of mathematical functions, Dover, New York, 1964. | MR
, ,[2] Lévy processes, Cambridge Univ. Press, Cambridge, 1997. | MR | Zbl
,[3] An asymptotic formula for the Kolmogorov diffusion and a refinement of Sinai's estimates for the integral of Brownian motion, Proc. Japan Acad., 70A, (1994), pp. 271-276. | MR | Zbl
, ,[4] Asymptotic estimates for the distribution of additive functionals of Brownian motion by the Wiener-Hopf factorization method, J. Math. Kyoto Univ., 36, (1996), pp. 211-227. | MR | Zbl
,[5] Zuffälige Bewegungen, Ann. Math. II., 35 (1934), pp. 116-117. | JFM | MR | Zbl
,[6] Krein's spectral theory of strings and generalized diffusion processes, Functional Analysis in Markov Porcesses, ed. M. Fukushima, Lecture Notes in Mathematics 923, pp. 235-259, Springer-Verlag, Berlin, 1982. | MR | Zbl
, ,[7] Wiener-Hopf factorization of Brownian motion, Prob. Th. Rel. Fields, 83, (1989), pp. 355-389. | MR | Zbl
,[8] A winding problem for a resonator driven by a white noise, J. Math. Kyoto Univ., 2 (1963), pp. 227-235. | MR | Zbl
,[9] Tables of Laplace Transforms, Springer-Verlag, Berlin, 1973. | MR | Zbl
, ,[10] A differential equation in Wiener-Hopf theory, Stochastic analysis and applications, ed. A. Truman, D. Williams, Lecture Notes in Mathematics 1095, pp. 187-199, Springer-Verlag, Berlin, 1984. | MR | Zbl
, ,[11] Continuous martingales and Brownian motion, Springer-Verlag, Berlin, 1991. | MR | Zbl
, ,[12] Distribution of some functionals of the integral of a random walk, Theor. Math. Phys., 90 (1992), pp. 219-241. | MR | Zbl
,[13] Mellin-Stieltjes transforms in probability theory, Theor. Prob. Appl., 2 (1957), pp. 433-460. | MR
,