Iterated Brownian motion in parabola-shaped domains

DOI10.1007/s11118-005-2611-9zbMath1090.60071arXivmath/0404495MaRDI QIDQ2494398

Erkan Nane

Publication date: 26 June 2006

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0404495

zbMATH Keywords

exit time

Mathematics Subject Classification ID

60J65: Brownian motion

60K99: Special processes

Related Items

STOCHASTIC SOLUTIONS OF A CLASS OF HIGHER ORDER CAUCHY PROBLEMS IN ℝ^d, Lifetime asymptotics of iterated Brownian motion in $\mathbb{R}^{n}$, Higher order PDE’s and iterated processes, Laws of the iterated logarithm for a class of iterated processes, Iterated Brownian motion in bounded domains in \(\mathbb {R}^n\), Large deviations for local time fractional Brownian motion and applications, Large deviations for subordinated Brownian motion and applications, Isoperimetric-type inequalities for iterated Brownian motion in \(\mathbb R^n\), Brownian subordinators and fractional Cauchy problems

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