The exit distribution for iterated Brownian motion in cones

DOI10.1016/J.SPA.2005.07.003zbMath1085.60058arXivmath/0407261OpenAlexW2043626597MaRDI QIDQ2576956

Rodrigo Bañuelos, Dante de Blassie

Publication date: 29 December 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0407261

zbMATH Keywords

Harmonic measure

Mathematics Subject Classification ID

Brownian motion (60J65)

Related Items (11)

Variations of the solution to a fourth order time-fractional stochastic partial integro-differential equation ⋮ The Brownian Castle ⋮ Large deviations for subordinated Brownian motion and applications ⋮ Large deviations for local time fractional Brownian motion and applications ⋮ Time-fractional and memoryful \(\Delta^{2^{k}}\) SIEs on \(\mathbb{R}_{+}\times\mathbb{R}^{d}\): how far can we push white noise? ⋮ INTERACTING TIME-FRACTIONAL AND Δ^ν PDES SYSTEMS VIA BROWNIAN-TIME AND INVERSE-STABLE-LÉVY-TIME BROWNIAN SHEETS ⋮ The Martin kernel for unbounded domains ⋮ Lifetime asymptotics of iterated Brownian motion in $\mathbb{R}^{n}$ ⋮ Brownian subordinators and fractional Cauchy problems ⋮ Lévy subordinators in cones of fuzzy sets ⋮ A BROWNIAN-TIME EXCURSION INTO FOURTH-ORDER PDES, LINEARIZED KURAMOTO–SIVASHINSKY, AND BTP-SPDES ON ℝ₊ × ℝ^d

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Sharp integrability for Brownian motion in parabola-shaped regions
• Exit times from cones in \({\mathbb{R}}^ n\) of Brownian motion
• Exit times of Brownian motion, harmonic majorization, and Hardy spaces
• Local times and related properties of multidimensional iterated Brownian motion
• Brownian motion in a Brownian crack
• Brownian motion in cones
• The first exit time of a Brownian motion from an unbounded convex domain
• The first exit time of Brownian motion form a parabolic domain
• Subexponential behaviour of the Dirichlet heat kernel
• The first exit time of planar Brownian motion from the interior of a parabola
• Brownian-time processes: The PDE connection and the half-derivative generator
• Iterated Brownian motion in an open set.
• Chung's law of the iterated logarithm for iterated Brownian motion
• The local time of iterated Brownian motion
• Some estimates of harmonic majorants
• A problem of Burkholder and the existence of harmonic majorants of |x|^p in certain domains in R^d
• Brownian-time processes: The PDE connection II and the corresponding Feynman-Kac formula
• Brownian motion in twisted domains

This page was built for publication: The exit distribution for iterated Brownian motion in cones