Abstract
A function $f(t)$ such that $f(t) / \sqrt{t+1} \uparrow a$ is considered. We define $T = \inf \{t: |W(t)| = f(t)\}$, where $W(t)$ is the Wiener process starting from 0. A sufficient condition for $E\{T^\mu\}$ to be finite is given.
Citation
M. I. Taksar. "First Hitting Time of Curvilinear Boundary by Wiener Process." Ann. Probab. 10 (4) 1029 - 1031, November, 1982. https://doi.org/10.1214/aop/1176993723
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