Collision times and exit times from cones: A duality

DOI10.1016/0304-4149(92)90063-VzbMath0765.60083MaRDI QIDQ1201893

Antony Unwin, Neil O'Connell

Publication date: 17 January 1993

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

zbMATH Keywords

collision timefirst exit timetwo-dimensional Brownian motionone- dimensional Wiener processes

Mathematics Subject Classification ID

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

Related Items (2)

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

Cites Work

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