On the asymptotic behavior of the occupation time in cones of \(d\)-dimensional Brownian motion
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Publication:1357064
DOI10.3792/pjaa.73.26zbMath0884.60073MaRDI QIDQ1357064
Publication date: 16 June 1997
Published in: Proceedings of the Japan Academy. Series A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3792/pjaa.73.26
Cites Work
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- Étude asymptotique du temps passé par le mouvement brownien dans un cône. (Asymptotics for the time spent by Brownian motion in a cone)
- Excursions in a cone for two-dimensional Brownian motion
- Exit times from cones in \({\mathbb{R}}^ n\) of Brownian motion
- Exit times of Brownian motion, harmonic majorization, and Hardy spaces
- On the occupation times of cones by Brownian motion
- Eigenvalue expansions for Brownian motion with an application to occupation times
- Loi de l'indice du lacet Brownien, et distribution de Hartman-Watson