Some limit results for probabilities estimates of Brownian motion with polynomial drift |
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| Authors: | Jiao Li |
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| Affiliation: | 1.Department of Mathematics,Fudan University,Shanghai,People’s Republic of China |
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| Abstract: | Let (B t + f(t)) t∈[0,+∞) be a Brownian motion with polynomial drift f(t), where f(t) is a polynomial. Some Limit Results for Lower tail and large deviation probabilities estimates, and Level crossing probabilities estimates of (B t + f(t)) t∈[0,+∞) are given in this paper. |
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