[MaPhySto logo]
Centre for Mathematical Physics and Stochastics
Department of Mathematical Sciences, University of Aarhus

Funded by The Danish National Research Foundation

MPS-RR 2001-27
August 2001

Limit at Zero of the Brownian First-Passage Density


Goran Peskir

Availability: [ gzipped ps-file ] [ pdf-file ]

[ Help on down-loading/viewing/printing ]

This paper has now been published in Probab. Theory Related Fields. 124, 100-111 (2002)