Integrability properties and limit theorems for the exit time from a cone of planar Brownian motion
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Publication:2435231
DOI10.3150/12-BEJ438zbMath1294.60103arXiv1201.2716OpenAlexW2026558319MaRDI QIDQ2435231
Publication date: 4 February 2014
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1201.2716
Related Items (5)
Stable windings at the origin ⋮ The mean first rotation time of a planar polymer ⋮ On the windings of complex-valued Ornstein–Uhlenbeck processes driven by a Brownian motion and by a stable process ⋮ Windings of planar processes, exponential functionals and Asian options ⋮ First hitting time of the boundary of a wedge of angle $\pi/4$ by a radial Dunkl process
Cites Work
- Some infinite divisibility properties of the reciprocal of planar Brownian motion exit time from a cone
- Exponential functionals of Brownian motion. I: Probability laws at fixed time
- A new proof of Spitzer's result on the winding of two dimensional Brownian motion
- Exit times of Brownian motion, harmonic majorization, and Hardy spaces
- Laguerre Series for Asian and Other Options
- Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excursions
- Windings of Planar Stable Processes
- Some Theorems Concerning 2-Dimensional Brownian Motion
- On D. Williams' “Pinching Method” and Some Applications
- Loi de l'indice du lacet Brownien, et distribution de Hartman-Watson
- Infinitely Divisible Laws Associated with Hyperbolic Functions
- Exponential functionals of Brownian motion and related processes
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