The first exit time of planar Brownian motion from the interior of a parabola

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Cites work

A new comparison theorem for solutions of stochastic differential equations
Brownian motion in cones
Exit times from cones in ${\mathbb{R}}^ n$ of Brownian motion
Exit times of Brownian motion, harmonic majorization, and Hardy spaces
scientific article; zbMATH DE number 3876298 (Why is no real title available?)
scientific article; zbMATH DE number 1515832 (Why is no real title available?)
Loi de l'indice du lacet Brownien, et distribution de Hartman-Watson
Moments of the Lifetime of Conditioned Brownian Motion in Cones
Some Theorems Concerning 2-Dimensional Brownian Motion

Cited in

(35)

On the conditional expectation of the first exit time of Brownian motion
The first exit time of a Brownian motion from an unbounded convex domain
On Brownian exit times from perturbed multi-strips
The first exit time of Brownian motion form a parabolic domain
Subexponential behaviour of the Dirichlet heat kernel
Exit times from equilateral triangles
The expected time to end the tug-of-war in a wedge
Brownian motion with a horizontal Bessel drift in a parabolic-type domain
Reflecting random walks in curvilinear wedges
Laplace Dirichlet heat kernels in convex domains
Exit problems associated with finite reflection groups
Iterated Brownian motion in parabola-shaped domains
The exit distribution for iterated Brownian motion in cones
The first exit time of fractional Brownian motion from the minimum and maximum parabolic domains
Some asymptotic formulas for a Brownian motion from the maximum and minimum domains with regular varying boundary
In memory of Wenbo V. Li's contributions
Recovering a distribution from its translated fractional moments
Ratio limit theorem for parabolic horn-shaped domains
Brownian motion and harmonic measure in conic sections
Brownian motion in twisted domains
The first exit time of fractional Brownian motion from a parabolic domain
Symmetric stable processes in parabola–shaped regions
Lifetime asymptotics of iterated Brownian motion in $\mathbb{R}^{n}$
An integral equation for the distribution of the first exit time of a reflected Brownian motion
The first exit time of fractional Brownian motion with a drift from a parabolic domain
Spectral bounds for exit times on metric measure Dirichlet spaces and applications
The first exit time of fractional Brownian motion from an unbounded domain
Sharp integrability for Brownian motion in parabola-shaped regions
Survival probability for jump processes in unbounded domains on metric measure spaces
Existence of the discrete spectrum in the Fichera layers and crosses of arbitrary dimension
Iterated Brownian motion in bounded domains in $\mathbb {R}^n$
Brownian motion in self-similar domains
The influence of a power law drift on the exit time of Brownian motion from a half-line
On mean exit time from a curvilinear domain
The Martin kernel for unbounded domains

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