Some properties of Brownian motion in a cone

DOI10.1016/0304-4149(94)90065-5MaRDI QIDQ1343579zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

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

Mathematics Subject Classification ID

Brownian motion (60J65)

Recommendations

• Cone points of Brownian motion in arbitrary dimension
• The cone of positive harmonic functions for scale-invariant diffusions
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• Reflected Brownian Motion in a Cone with Radially Homogeneous Reflection Field
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• 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

Cites work

• scientific article; zbMATH DE number 3875656 (Why is no real title available?)
• scientific article; zbMATH DE number 3877889 (Why is no real title available?)
• scientific article; zbMATH DE number 48952 (Why is no real title available?)
• A Brownian-Motion Model for the Eigenvalues of a Random Matrix
• Mouvement brownien, cônes et processus stables. (Brownian motion, cones and stable processes)
• Positive Harmonic Functions on Lipschitz Domains
• Relations entre pont et excursion du mouvement brownien réel. (Relations between bridge and excursion of real Brownian motion)
• Spectres et groupes cristallographiques. II: Domaines sphériques. (Spectra and crystallographic groups. II: Spherical domains)

Cited in

(12)

• Laplace's method for iterated complex Brownian integrals
• Brownian motion conditioned to stay in a cone
• 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
• Pitman transforms and Brownian motion in the interval viewed as an affine alcove
• The Heckman-Opdam Markov processes
• Three-point correlation functions in the \(\mathfrak{sl}_3\) Toda theory. I: Reflection coefficients
• 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.
• On the Dirichlet form of three-dimensional Brownian motion conditioned to hit the origin

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