Brownian motion in cones
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Publication:1362843
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Cited in
(63)- scientific article; zbMATH DE number 3934162 (Why is no real title available?)
- Iterated Brownian motion in bounded domains in \(\mathbb {R}^n\)
- Improved Simulation for the Killed Brownian Motion in a Cone
- Boundary crossings and the distribution function of the maximum of Brownian sheet.
- Non-D-finite excursions in the quarter plane
- The first exit time of fractional Brownian motion from the minimum and maximum parabolic domains
- Neumann Bessel heat kernel monotonicity
- Nodal geometry, heat diffusion and Brownian motion
- Existence of the discrete spectrum in the Fichera layers and crosses of arbitrary dimension
- Exit problems associated with finite reflection groups
- Fluctuation exponents of the KPZ equation on a large torus
- Eccentric behaviors of the Brownian sheet along lines
- Finite reflection groups and symmetric extensions of Laplacian
- Leadership exponent in the pursuit problem for 1-D random particles
- The first exit time of fractional Brownian motion from a parabolic domain
- Asymptotics for the heat kernel in multicone domains
- The influence of a power law drift on the exit time of Brownian motion from a half-line
- Brownian motion with a horizontal Bessel drift in a parabolic-type domain
- Yaglom limit for stable processes in cones
- Cone exponents of Brownian motions with particular drifts
- Subexponential behaviour of the Dirichlet heat kernel
- Persistence of heavy-tailed sample averages: principle of infinitely many big jumps
- Martin boundary of random walks in convex cones
- Gradient estimates for elliptic operators with second-order discontinuous coefficients
- Symmetric stable processes on unbounded domains
- Brownian motion in self-similar domains
- Lower bounds on nodal sets of eigenfunctions via the heat flow
- Alternative constructions of a harmonic function for a random walk in a cone
- Simulation of reflected Brownian motion on two dimensional wedges
- Some penalisations of the Wiener measure
- On the conditional expectation of the first exit time of Brownian motion
- On the exit time from a cone for random walks with drift
- Laplace Dirichlet heat kernels in convex domains
- The exit distribution for iterated Brownian motion in cones
- 3D positive lattice walks and spherical triangles
- The expected time to end the tug-of-war in a wedge
- Invariance principles for random walks in cones
- Random walks in cones: the case of nonzero drift
- Brownian motion in a quasi-cone
- Green functions for killed random walks in the Weyl chamber of \(\mathrm{Sp}(4)\)
- Random walks in cones
- On Brownian exit times from perturbed multi-strips
- Kelvin transform for \(\alpha\)-harmonic functions in regular domains
- The Martin kernel for unbounded domains
- On the singular values of complex matrix Brownian motion with a matrix drift
- Lévy subordinators in cones of fuzzy sets
- Non-extinction of a Fleming-Viot particle model
- Stable Lévy processes in a cone
- Symmetric stable processes in parabola–shaped regions
- On the exact asymptotics of exit time from a cone of an isotropic \(\alpha\)-self-similar Markov process with a skew-product structure
- Iterated Brownian motion in an open set.
- The first exit time of a Brownian motion from an unbounded convex domain
- The first exit time of planar Brownian motion from the interior of a parabola
- Lifetime asymptotics of iterated Brownian motion in $\mathbb{R}^{n}$
- Markov chains in the domain of attraction of Brownian motion in cones
- Williams' path decomposition for self-similar Markov processes in \(\mathbb{R}^d\)
- Genuinely sharp estimates for heat kernels on some planar cones being Weyl chambers
- Scaling limit of a one-dimensional polymer in a repulsive i.i.d. environment
- Lattice walks confined to an octant in dimension 3: (non-)rationality of the second critical exponent
- Full asymptotic expansion for orbit-summable quadrant walks and discrete polyharmonic functions
- Polyharmonic functions in the quarter plane
- Entrance laws at the origin of self-similar Markov processes in high dimensions
- The first exit time of fractional Brownian motion with a drift from a parabolic domain
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