Occupation time for two dimensional Brownian motion in a wedge

MaRDI QIDQ5432014zbMATH OpenFDO

Authors Caroline McGrouther, F. Alberto Grünbaum

Publication date 2 January 2008

Mathematics Subject Classification ID

Brownian motion (60J65) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Boundary value problems for second-order elliptic equations (35J25)

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Cited in

(8)

• Occupation times for planar and higher dimensional Brownian motion
• The positive occupation time of Brownian motion with two-valued drift and asymptotic dynamics of sliding motion with noise
• On the occupation time in a cone for two-dimensional Brownian motion
• On the joint residence time ofNindependent two-dimensional Brownian motions
• Limiting behaviour of the occupation of wedges by complex Brownian motion
• Brownian motion in wedges, last passage time and the second arc-sine law
• Occupation time for classical and quantum walks
• A Feynman-Kac approach to a paper of Chung and Feller on fluctuations in the coin-tossing game

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