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

zbMATH Open0727.60092MaRDI QIDQ803665FDOQ803665

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

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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)

Cited In (9)

• Cone exponents of Brownian motions with particular drifts
• Title not available (Why is that?)
• Mouvement brownien, cônes et processus stables. (Brownian motion, cones and stable processes)
• On the occupation times of cones by Brownian motion
• Brownian motion in a quasi-cone
• On the exit time from a cone for Brownian motion with drift
• On the asymptotic behavior of the occupation time in cones of \(d\)-dimensional Brownian motion
• SchröDinger operators - geometric estimates in terms of the occupation time
• Temps de sejour et oscillation du mouvement brownien au voisinage de la sphère euclidienne

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