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-BEJ438zbMath1294.60103arXiv1201.2716MaRDI QIDQ2435231

Stavros Vakeroudis, Marc Yor

Publication date: 4 February 2014

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1201.2716


60G51: Processes with independent increments; Lévy processes

60J65: Brownian motion


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