DOAJ Open Access 2003

The Saddle Point Method for the Integral of the Absolute Value of the Brownian Motion

Leonid Tolmatz

Lihat Sumber DOI

Abstrak

The distribution function of the integral of the absolute value of the Brownian motion was expressed by L.Takács in the form of various series. In the present paper we determine the exact tail asymptotics of this distribution function. The proposed method is applicable to a variety of other Wiener functionals as well.

Topik & Kata Kunci

Mathematics

Penulis (1)

Leonid Tolmatz

Format Sitasi

APA MLA BibTeX

Tolmatz, L. (2003). The Saddle Point Method for the Integral of the Absolute Value of the Brownian Motion. https://doi.org/10.46298/dmtcs.3332

Akses Cepat

Lihat di Sumber doi.org/10.46298/dmtcs.3332

Informasi Jurnal

Tahun Terbit: 2003
Sumber Database: DOAJ
DOI: 10.46298/dmtcs.3332
Akses: Open Access ✓