The exact asymptotic of the collision time tail distribution for independent Brownian particles with different drifts | Puchala.net

The exact asymptotic of the collision time tail distribution for independent Brownian particles with different drifts

Wed, 2008-03-05 21:57 — Zbyszek

Authors:

Puchała, Z.; Rolski, T.

Source:

Probability Theory and Related Fields, Volume 3-4, p.595-617 (2008)

URL:

http://www.springerlink.com/content/x43570761868m431/

Keywords:

Collision time; Brownian motion; Probability Theory; Stochastic Processes