Brownian motion in cones

DOI10.1007/S004400050111zbMATH Open0884.60037OpenAlexW2052469513MaRDI QIDQ1362843FDOQ1362843

Authors: Rodrigo Bañuelos, R. G. Smits 

Publication date: 23 March 1998

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004400050111

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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)
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zbMATH Keywords

asymptotic behavior of Brownian motionproperties of the transition densityskew product decomposition of Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Two-dimensional potential theory (31A99)

Cited In (61)

• Genuinely sharp estimates for heat kernels on some planar cones being Weyl chambers
• Full asymptotic expansion for orbit-summable quadrant walks and discrete polyharmonic functions
• Lattice walks confined to an octant in dimension 3: (non-)rationality of the second critical exponent
• Polyharmonic functions in the quarter plane
• Williams' path decomposition for self-similar Markov processes in \(\mathbb{R}^d\)
• Markov chains in the domain of attraction of Brownian motion in cones
• The first exit time of fractional Brownian motion with a drift from a parabolic domain
• Scaling limit of a one-dimensional polymer in a repulsive i.i.d. environment
• Some penalisations of the Wiener measure
• The Martin kernel for unbounded domains
• Existence of the discrete spectrum in the Fichera layers and crosses of arbitrary dimension
• Symmetric stable processes in parabola–shaped regions
• Stable Lévy processes in a cone
• Improved Simulation for the Killed Brownian Motion in a Cone
• Iterated Brownian motion in bounded domains in \(\mathbb {R}^n\)
• Eccentric behaviors of the Brownian sheet along lines
• The exit distribution for iterated Brownian motion in cones
• Symmetric stable processes on unbounded domains
• Non-D-finite excursions in the quarter plane
• Brownian motion in self-similar domains
• On Brownian exit times from perturbed multi-strips
• Yaglom limit for stable processes in cones
• Entrance laws at the origin of self-similar Markov processes in high dimensions
• On the exit time from a cone for random walks with drift
• Invariance principles for random walks in cones
• Persistence of heavy-tailed sample averages: principle of infinitely many big jumps
• On the conditional expectation of the first exit time of Brownian motion
• Non-extinction of a Fleming-Viot particle model
• Alternative constructions of a harmonic function for a random walk in a cone
• Nodal geometry, heat diffusion and Brownian motion
• Boundary crossings and the distribution function of the maximum of Brownian sheet.
• The influence of a power law drift on the exit time of Brownian motion from a half-line
• Subexponential behaviour of the Dirichlet heat kernel
• Lévy subordinators in cones of fuzzy sets
• Fluctuation exponents of the KPZ equation on a large torus
• 3D positive lattice walks and spherical triangles
• Neumann Bessel heat kernel monotonicity
• Exit problems associated with finite reflection groups
• On th exact asymptotics of exit time from a cone of an isotropic alpha-self-similar Markov process with a skew-product structure
• Title not available (Why is that?)
• The expected time to end the tug-of-war in a wedge
• Random walks in cones
• Asymptotics for the heat kernel in multicone domains
• Kelvin transform for α-harmonic functions in regular domains
• Simulation of reflected Brownian motion on two dimensional wedges
• The first exit time of a Brownian motion from an unbounded convex domain
• The First Exit Time of Fractional Brownian Motion from a Parabolic Domain
• Gradient estimates for elliptic operators with second-order discontinuous coefficients
• The first exit time of planar Brownian motion from the interior of a parabola
• Laplace Dirichlet heat kernels in convex domains
• Finite reflection groups and symmetric extensions of Laplacian
• On the singular values of complex matrix Brownian motion with a matrix drift
• Brownian motion with a horizontal Bessel drift in a parabolic-type domain
• Green functions for killed random walks in the Weyl chamber of \(\mathrm{Sp}(4)\)
• The first exit time of fractional Brownian motion from the minimum and maximum parabolic domains
• Martin boundary of random walks in convex cones
• Lower Bounds on Nodal Sets of Eigenfunctions via the Heat Flow
• Leadership exponent in the pursuit problem for 1-D random particles
• Iterated Brownian motion in an open set.
• Lifetime asymptotics of iterated Brownian motion in $\mathbb{R}^{n}$
• Random walks in cones: the case of nonzero drift

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