Limiting behaviors for Brownian motion reflected on Brownian motion
| dc.contributor.author | Chen, X. | |
| dc.contributor.author | Li, Wenbo | |
| dc.date.accessioned | 2005-02-17T17:20:28Z | |
| dc.date.available | 2005-02-17T17:20:28Z | |
| dc.date.issued | 2002 | |
| dc.description.abstract | Suppose that g(t) and Wt are independent Brownian motions starting from g(0) = W0 = 0. Consider the Brownian motion Yt re ected on g(t), obtained from Wt by the means of the Skorohod lemma. The upper and lower limiting behaviors of Yt are presented. The upper tail estimate on exit time is computed via principal eigenvalue. | en |
| dc.description.sponsorship | Supported in part by NSF Grant DMS-0102238 and supported in part by NSF Grant DMS-9972012 | en |
| dc.format.extent | 203047 bytes | |
| dc.format.mimetype | application/pdf | |
| dc.identifier.uri | http://udspace.udel.edu/handle/19716/338 | |
| dc.language.iso | en_US | |
| dc.publisher | Department of Mathematical Sciences | en |
| dc.relation.ispartofseries | Technical Report: 2002-14 | |
| dc.subject | Brownian Motion | en |
| dc.subject | Re ected Brownian Motion Limiting behaviors | en |
| dc.subject | deviation estimates | en |
| dc.title | Limiting behaviors for Brownian motion reflected on Brownian motion | en |
| dc.type | Technical Report | en |