Mouvement brownien, cônes et processus stables. (Brownian motion, cones and stable processes)

DOI10.1007/BF00960076zbMath0611.60076MaRDI QIDQ1087246

Jean-François Le Gall

Publication date: 1987

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

reflectionlocal timeDirichlet Laplaciantwo-dimensional stable processmaximum process of linear Brownian motionSpitzer's construction of the Cauchy process

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Brownian motion (60J65)

Related Items

Stable processes have thorns ⋮ Some properties of Brownian motion in a cone ⋮ Geometric properties of 2-dimensional Brownian paths ⋮ Green's functions with oblique Neumann boundary conditions in the quadrant ⋮ Tutte’s invariant approach for Brownian motion reflected in the quadrant ⋮ The Heckman-Opdam Markov processes ⋮ Three-point correlation functions in the \(\mathfrak{sl}_3\) Toda theory. I: Reflection coefficients ⋮ Limiting behaviour of the occupation of wedges by complex Brownian motion ⋮ Brownian Motion in a Wedge with Variable Skew Reflection ⋮ Reflected Brownian Motion in a Cone with Radially Homogeneous Reflection Field ⋮ Cone points of a planar Brownian motion, the critical case ⋮ Random convex hulls and extreme value statistics ⋮ Integral expression for the stationary distribution of reflected Brownian motion in a wedge ⋮ A dual skew symmetry for transient reflected Brownian motion in an orthant

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