Integrability properties and limit theorems for the exit time from a cone of planar Brownian motion
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Publication:2435231
DOI10.3150/12-BEJ438zbMath1294.60103arXiv1201.2716OpenAlexW2026558319MaRDI QIDQ2435231
Publication date: 4 February 2014
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1201.2716
Related Items (5)
Stable windings at the origin ⋮ The mean first rotation time of a planar polymer ⋮ On the windings of complex-valued Ornstein–Uhlenbeck processes driven by a Brownian motion and by a stable process ⋮ Windings of planar processes, exponential functionals and Asian options ⋮ First hitting time of the boundary of a wedge of angle $\pi/4$ by a radial Dunkl process
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