Distribution of some functionals of the integral of a random walk
Abstract
The asymptotic behavior of the probabilities associated with the first crossing of a straight line or parabola by the integral of a Brownian curve is studied.
 Publication:

Theoretical and Mathematical Physics
 Pub Date:
 March 1992
 DOI:
 10.1007/BF01036528
 Bibcode:
 1992TMP....90..219S