Hitting distributions of planar Brownian motion
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Publication:6315565
arXiv1903.05773MaRDI QIDQ6315565FDOQ6315565
Authors: Tomasz Byczkowski, Jacek Małecki, Michał Ryznar 
Publication date: 13 March 2019
Abstract: The purpose of the paper is to find the joint distribution of the hitting time and place of two-dimensional Brownian motion hitting the negative horizontal axis. We provide various formulas for Green functions as well as for the conditional distributions. In the end we treat an analogous problem for the case when vertical component has a negative drift.
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