Collision times and exit times from cones: A duality

DOI10.1016/0304-4149(92)90063-VzbMATH Open0765.60083MaRDI QIDQ1201893FDOQ1201893

Authors: Neil O'Connell, Antony Unwin 

Publication date: 17 January 1993

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

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zbMATH Keywords

first exit timetwo-dimensional Brownian motioncollision timeone- dimensional Wiener processes

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

• Title not available (Why is that?)
• Some Theorems Concerning 2-Dimensional Brownian Motion
• Limiting point processes for rescalings of coalescing and annihilating random walks on \(Z^ n\).
• Coalescing random walks and voter model consensus times on the torus in \({\mathbb{Z}}^ d\)
• Exit times from cones in \({\mathbb{R}}^ n\) of Brownian motion
• Brownian first exit from and sojourn over one sided moving boundary and application
• On the Hausdorff dimension of Brownian cone points
• A limiting result for the structure of collisions between many independent diffusions
• Self-diffusion in a non-uniform one dimensional system of point particles with collisions
• Title not available (Why is that?)
• Zufällige Berührung konvexer Körper durch q-dimensionale Ebenen
• Hitting spheres by straight-line motion or Brownian motion
• A collision probability problem
• Title not available (Why is that?)
• Ber�hrwahrscheinlichkeiten f�r konvexe K�rper
• Collision probabilities for convex sets

Cited In (2)

• Exit problems associated with finite reflection groups
• Extremes of the time-average of stationary Gaussian processes

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