Exit problems associated with finite reflection groups

DOI10.1007/s00440-004-0402-7zbMath1087.60061OpenAlexW4232688103MaRDI QIDQ2487019

Yan Doumerc, Neil O'Connell

Publication date: 17 August 2005

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-004-0402-7

zbMATH Keywords

Brownian motionMarkov processPfaffianreflection group

Mathematics Subject Classification ID

Brownian motion (60J65) Reflection and Coxeter groups (group-theoretic aspects) (20F55)

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Cites Work

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• Pfaffian and Hafnian identities in shuffle algebras
• Some Theorems Concerning 2-Dimensional Brownian Motion
• Brownian motion in wedges, last passage time and the second arc-sine law
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