Brownian motion in cones
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Publication:1362843
DOI10.1007/s004400050111zbMath0884.60037OpenAlexW2052469513MaRDI QIDQ1362843
Rodrigo Bañuelos, Robert G. Smits
Publication date: 23 March 1998
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s004400050111
asymptotic behavior of Brownian motionproperties of the transition densityskew product decomposition of Brownian motion
Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Two-dimensional potential theory (31A99)
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