Some asymptotic formulas of a Brownian motion with regular variation from the maximum and minimum complicated domains |
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Authors: | Dawei Lu |
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Affiliation: | 1. School of Mathematical Sciences, Dalian University of Technology, Dalian, Liaoning, Chinaludawei_dlut@163.com |
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Abstract: | |
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Keywords: | Brownian motion First exit time Gordon's ineuqality Regular variation |
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