Étude asymptotique du temps passé par le mouvement brownien dans un cône. (Asymptotics for the time spent by Brownian motion in a cone)

MaRDI QIDQ803665zbMATH OpenFDO

Authors Thierry Meyre

Publication date 1991

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=AIHPB_1991__27_1_107_0, https://eudml.org/doc/77396

zbMATH Keywords

Brownian motiondistribution function of the hitting time

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Brownian motion (60J65) Sample path properties (60G17)

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Cited in

(10)

• Markov chains in the domain of attraction of Brownian motion in cones
• SchröDinger operators - geometric estimates in terms of the occupation time
• On the asymptotic behavior of the occupation time in cones of \(d\)-dimensional Brownian motion
• On the occupation times of cones by Brownian motion
• Cone exponents of Brownian motions with particular drifts
• Mouvement brownien, cônes et processus stables. (Brownian motion, cones and stable processes)
• Brownian motion in a quasi-cone
• On the exit time from a cone for Brownian motion with drift
• Temps de sejour et oscillation du mouvement brownien au voisinage de la sphère euclidienne
• scientific article; zbMATH DE number 563025 (Why is no real title available?)

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