First hitting time of the boundary of a wedge of angle $\pi/4$ by a radial Dunkl process

zbMath1361.60068arXiv1607.02077MaRDI QIDQ2974525

Nizar Demni

Publication date: 10 April 2017

Full work available at URL: https://arxiv.org/abs/1607.02077

zbMATH Keywords

Gegenbauer polynomialsdihedral groupsmodified Bessel functionfirst hitting timedihedral wedgeradial Dunkl process

Mathematics Subject Classification ID

Diffusion processes (60J60) Self-similar stochastic processes (60G18)

Cites Work

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• Some Theorems Concerning 2-Dimensional Brownian Motion
• Radial Dunkl Processes Associated with Dihedral Systems
• Symmetry of matrix-valued stochastic processes and noncolliding diffusion particle systems
• A note on planar Brownian motion

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