The first exit time of planar Brownian motion from the interior of a parabola
From MaRDI portal
Publication:1872209
DOI10.1214/aop/1008956696zbMath1013.60060OpenAlexW1490718427MaRDI QIDQ1872209
Rodrigo Bañuelos, Robert G. Smits, Richard Dante DeBlassie
Publication date: 6 May 2003
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1008956696
Related Items
Existence of the discrete spectrum in the Fichera layers and crosses of arbitrary dimension ⋮ Recovering a distribution from its translated fractional moments ⋮ Iterated Brownian motion in bounded domains in \(\mathbb {R}^n\) ⋮ Brownian motion in self-similar domains ⋮ Symmetric stable processes in parabola–shaped regions ⋮ Brownian motion in twisted domains ⋮ Some Asymptotic Formulas for a Brownian Motion from The Maximum and Minimum Domains with Regular Varying Boundary ⋮ The influence of a power law drift on the exit time of Brownian motion from a half-line ⋮ The first exit time of fractional Brownian motion from the minimum and maximum parabolic domains ⋮ The first exit time of a Brownian motion from an unbounded convex domain ⋮ In Memory of Wenbo V. Li’s Contributions ⋮ The expected time to end the tug-of-war in a wedge ⋮ On Brownian exit times from perturbed multi-strips ⋮ Brownian motion with a horizontal Bessel drift in a parabolic-type domain ⋮ Reflecting random walks in curvilinear wedges ⋮ On mean exit time from a curvilinear domain ⋮ The Martin kernel for unbounded domains ⋮ Sharp integrability for Brownian motion in parabola-shaped regions ⋮ Lifetime asymptotics of iterated Brownian motion in $\mathbb{R}^{n}$ ⋮ Iterated Brownian motion in parabola-shaped domains ⋮ On the conditional expectation of the first exit time of Brownian motion ⋮ Laplace Dirichlet heat kernels in convex domains ⋮ The First Exit Time of Fractional Brownian Motion from a Parabolic Domain ⋮ Ratio limit theorem for parabolic horn-shaped domains ⋮ AN INTEGRAL EQUATION FOR THE DISTRIBUTION OF THE FIRST EXIT TIME OF A REFLECTED BROWNIAN MOTION ⋮ The exit distribution for iterated Brownian motion in cones ⋮ Subexponential behaviour of the Dirichlet heat kernel
Cites Work
- Unnamed Item
- Unnamed Item
- Exit times from cones in \({\mathbb{R}}^ n\) of Brownian motion
- Exit times of Brownian motion, harmonic majorization, and Hardy spaces
- Brownian motion in cones
- Some Theorems Concerning 2-Dimensional Brownian Motion
- A new comparison theorem for solutions of stochastic differential equations
- Loi de l'indice du lacet Brownien, et distribution de Hartman-Watson
- Moments of the Lifetime of Conditioned Brownian Motion in Cones