The mean perimeter of some random plane convex sets generated by a Brownian motion

DOI10.1007/s10959-009-0272-0zbMath1221.60115arXiv0905.2256OpenAlexW2133521995MaRDI QIDQ548152

Philippe Biane, Gérard Letac

Publication date: 28 June 2011

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0905.2256

zbMATH Keywords

Brownian motionstopping timesexit timesrandom convex sets

Mathematics Subject Classification ID

Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Convex sets in (2) dimensions (including convex curves) (52A10)

Related Items

Random convex hulls and extreme value statistics, Intrinsic volumes of Sobolev balls with applications to Brownian convex hulls

Cites Work

• Exit problems associated with finite reflection groups
• Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excursions
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