Geodesic
Some limits for the Laplace transform of the Brownian motion's first hit to a linear function
Serdica Mathematical Journal, Tome 50 (2024) no. 2, pp. 183-202
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The aim of this short note is to examine some limits related to the Laplace transform of the Brownian motion before its first hit to a linear boundary.
Keywords: Brownian motion, stopping times, first hitting, Laplace transform, 42A38, 60G40, 60J65 
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Zaevski, Tsvetelin. Some limits for the Laplace transform of the Brownian motion's first hit to a linear function. Serdica Mathematical Journal, Tome 50 (2024) no. 2, pp. 183-202. http://geodesic.mathdoc.fr/item/SMJ2_2024_50_2_a0/