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

Voir la notice de l'article provenant de la source Bulgarian Digital Mathematics Library

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/