Brownian motion in cones
From MaRDI portal
Publication:1362843
DOI10.1007/S004400050111zbMath0884.60037OpenAlexW2052469513MaRDI QIDQ1362843
Rodrigo Bañuelos, Robert G. Smits
Publication date: 23 March 1998
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s004400050111
asymptotic behavior of Brownian motionproperties of the transition densityskew product decomposition of Brownian motion
Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Two-dimensional potential theory (31A99)
Related Items (51)
The first exit time of planar Brownian motion from the interior of a parabola ⋮ Eccentric behaviors of the Brownian sheet along lines ⋮ Boundary crossings and the distribution function of the maximum of Brownian sheet. ⋮ Iterated Brownian motion in an open set. ⋮ Existence of the discrete spectrum in the Fichera layers and crosses of arbitrary dimension ⋮ Persistence of heavy-tailed sample averages: principle of infinitely many big jumps ⋮ Martin boundary of random walks in convex cones ⋮ Iterated Brownian motion in bounded domains in \(\mathbb {R}^n\) ⋮ Brownian motion in self-similar domains ⋮ Symmetric stable processes on unbounded domains ⋮ Symmetric stable processes in parabola–shaped regions ⋮ Lower Bounds on Nodal Sets of Eigenfunctions via the Heat Flow ⋮ Leadership exponent in the pursuit problem for 1-D random particles ⋮ The influence of a power law drift on the exit time of Brownian motion from a half-line ⋮ Nodal geometry, heat diffusion and Brownian motion ⋮ The first exit time of fractional Brownian motion from the minimum and maximum parabolic domains ⋮ Invariance principles for random walks in cones ⋮ Non-D-finite excursions in the quarter plane ⋮ The first exit time of a Brownian motion from an unbounded convex domain ⋮ Fluctuation exponents of the KPZ equation on a large torus ⋮ Simulation of reflected Brownian motion on two dimensional wedges ⋮ The expected time to end the tug-of-war in a wedge ⋮ Green functions for killed random walks in the Weyl chamber of \(\mathrm{Sp}(4)\) ⋮ On the singular values of complex matrix Brownian motion with a matrix drift ⋮ Asymptotics for the heat kernel in multicone domains ⋮ Non-extinction of a Fleming-Viot particle model ⋮ Random walks in cones: the case of nonzero drift ⋮ Entrance laws at the origin of self-similar Markov processes in high dimensions ⋮ On Brownian exit times from perturbed multi-strips ⋮ Kelvin transform for α-harmonic functions in regular domains ⋮ Brownian motion with a horizontal Bessel drift in a parabolic-type domain ⋮ Yaglom limit for stable processes in cones ⋮ The Martin kernel for unbounded domains ⋮ Exit problems associated with finite reflection groups ⋮ Lifetime asymptotics of iterated Brownian motion in $\mathbb{R}^{n}$ ⋮ Alternative constructions of a harmonic function for a random walk in a cone ⋮ On the exit time from a cone for random walks with drift ⋮ Some penalisations of the Wiener measure ⋮ 3D positive lattice walks and spherical triangles ⋮ Neumann Bessel heat kernel monotonicity ⋮ On the conditional expectation of the first exit time of Brownian motion ⋮ Laplace Dirichlet heat kernels in convex domains ⋮ The First Exit Time of Fractional Brownian Motion from a Parabolic Domain ⋮ Stable Lévy processes in a cone ⋮ Lévy subordinators in cones of fuzzy sets ⋮ Gradient estimates for elliptic operators with second-order discontinuous coefficients ⋮ The exit distribution for iterated Brownian motion in cones ⋮ On th exact asymptotics of exit time from a cone of an isotropic alpha-self-similar Markov process with a skew-product structure ⋮ Finite reflection groups and symmetric extensions of Laplacian ⋮ Random walks in cones ⋮ Subexponential behaviour of the Dirichlet heat kernel
This page was built for publication: Brownian motion in cones
