Exit times from cones in \({\mathbb{R}}^ n\) of Brownian motion (Q1071402): Difference between revisions

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scientific article

Language	Label	Description	Also known as
English	Exit times from cones in \({\mathbb{R}}^ n\) of Brownian motion	scientific article

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instance of

scholarly article

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title

Exit times from cones in \({\mathbb{R}}^ n\) of Brownian motion (English)

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published in

Probability Theory and Related Fields

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publication date

1986

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review text

For a fairly general class of cones in n dimensions (n\(\geq 3)\) we determine the corresponding distributions of Brownian first exit times. Asymptotic results may then be read off.

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zbMATH Keywords

cones

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first exit times

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author

Richard Dante DeBlassie

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MaRDI profile type

MaRDI publication profile

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cites work

Exit times of Brownian motion, harmonic majorization, and Hardy spaces

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Q3969657

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Q5823354

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A Probability Approach to the Heat Equation

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Identifiers

zbMATH Open document ID

0586.60077

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DOI

10.1007/BF01845637

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:1071402

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