On the exit time from a cone for Brownian motion with drift
From MaRDI portal
Publication:743488
DOI10.1214/EJP.v19-3169zbMath1317.60104arXiv1311.1459MaRDI QIDQ743488
Kilian Raschel, Rodolphe Garbit
Publication date: 24 September 2014
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1311.1459
60G50: Sums of independent random variables; random walks
60J05: Discrete-time Markov processes on general state spaces
60J65: Brownian motion
60F17: Functional limit theorems; invariance principles
Related Items
Unnamed Item, Entrance laws at the origin of self-similar Markov processes in high dimensions, Harmonic functions for singular quadrant walks, An elementary solution of Gessel's walks in the quadrant, On the exit time from a cone for random walks with drift, Extremal behavior of hitting a cone by correlated Brownian motion with drift, Taming reluctant random walks in the positive quadrant, 3D positive lattice walks and spherical triangles, On the singular values of complex matrix Brownian motion with a matrix drift