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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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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