Large fluctuations of the area under a constrained Brownian excursion
Author:
Publisher
IOP Publishing
Subject
Statistics, Probability and Uncertainty,Statistics and Probability,Statistical and Nonlinear Physics
Link
http://stacks.iop.org/1742-5468/2019/i=1/a=013210/pdf
Reference17 articles.
1. Exact statistical properties of the Burgers equation
2. Brownian motion with a parabolic drift and airy functions
3. Constrained Brownian motion: Fluctuations away from circular and parabolic barriers
4. On the Supremum of a Certain Gaussian Process
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