Occupation time for two dimensional Brownian motion in a wedge
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Publication:5432014
zbMATH Open1129.60074MaRDI QIDQ5432014FDOQ5432014
Authors: Caroline McGrouther, F. Alberto Grünbaum 
Publication date: 2 January 2008
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- scientific article; zbMATH DE number 4161821
- Limiting behaviour of the occupation of wedges by complex Brownian motion
Brownian motion (60J65) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Boundary value problems for second-order elliptic equations (35J25)
Cited In (8)
- On the occupation time in a cone for two-dimensional Brownian motion
- The positive occupation time of Brownian motion with two-valued drift and asymptotic dynamics of sliding motion with noise
- Occupation times for planar and higher dimensional Brownian motion
- Limiting behaviour of the occupation of wedges by complex Brownian motion
- A Feynman-Kac approach to a paper of Chung and Feller on fluctuations in the coin-tossing game
- On the joint residence time ofNindependent two-dimensional Brownian motions
- Occupation time for classical and quantum walks
- Brownian motion in wedges, last passage time and the second arc-sine law
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