On Hitting Times of the Winding Processes of Planar Brownian Motion and of Ornstein--Uhlenbeck Processes via Bougerol's identity (Q4925386)
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scientific article; zbMATH DE number 6174288
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| English | On Hitting Times of the Winding Processes of Planar Brownian Motion and of Ornstein--Uhlenbeck Processes via Bougerol's identity |
scientific article; zbMATH DE number 6174288 |
Statements
On Hitting Times of the Winding Processes of Planar Brownian Motion and of Ornstein--Uhlenbeck Processes via Bougerol's identity (English)
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12 June 2013
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planar Brownian motion
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Ornstein-Uhlenbeck process
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winding process
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Bougerol's identity
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exit time from a cone
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0.8800078
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0.8703309
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0.8692559
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0.8690942
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0.8689171
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0.8672312
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0.8614979
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