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

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Exit times from cones in \({\mathbb{R}}^ n\) of Brownian motion
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    Exit times from cones in \({\mathbb{R}}^ n\) of Brownian motion (English)
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    1986
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    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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    cones
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    first exit times
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