Some properties of Brownian motion in a cone

DOI10.1016/0304-4149(94)90065-5zbMATH Open0812.60067OpenAlexW2060143778MaRDI QIDQ1343579FDOQ1343579

Philippe Biane

Publication date: 14 May 1995

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

Full work available at URL: https://doi.org/10.1016/0304-4149(94)90065-5

Recommendations

• Cone points of Brownian motion in arbitrary dimension
• The cone of positive harmonic functions for scale-invariant diffusions
• On the occupation times of cones by Brownian motion
• Reflected Brownian Motion in a Cone with Radially Homogeneous Reflection Field
• Moments of the Lifetime of Conditioned Brownian Motion in Cones
• Martin boundary of random walks in convex cones
• On positive harmonic functions in cones and cylinders
• A simple proof of Pitman's 2M–X theorem

zbMATH Keywords

Brownian motionBessel processconvex coneMartin boundaryinfimum process\(h\)-transformPitman's theorem

Mathematics Subject Classification ID

Brownian motion (60J65)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• A Brownian-Motion Model for the Eigenvalues of a Random Matrix
• Title not available (Why is that?)
• Positive Harmonic Functions on Lipschitz Domains
• Spectres et groupes cristallographiques. II: Domaines sphériques. (Spectra and crystallographic groups. II: Spherical domains)
• Relations entre pont et excursion du mouvement brownien réel. (Relations between bridge and excursion of real Brownian motion)
• Mouvement brownien, cônes et processus stables. (Brownian motion, cones and stable processes)

Cited In (9)

• Laplace's method for iterated complex Brownian integrals
• Improved Simulation for the Killed Brownian Motion in a Cone
• Hitting probabilities of conditional Brownian motion and polarisation
• A path-transformation for random walks and the Robinson-Schensted correspondence
• Three-point correlation functions in the \(\mathfrak{sl}_3\) Toda theory. I: Reflection coefficients
• The Heckman-Opdam Markov processes
• Littelmann paths and Brownian paths
• Random walk on a building of type \(\tilde A_r\) and Brownian motion of the Weyl chamber
• The infinite Brownian loop on a symmetric space.

This page was built for publication: Some properties of Brownian motion in a cone

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1343579)