On the asymptotic behavior of the occupation time in cones of \(d\)-dimensional Brownian motion

DOI10.3792/pjaa.73.26zbMath0884.60073OpenAlexW2002786339MaRDI QIDQ1357064

Keiichi Nakayama

Publication date: 16 June 1997

Published in: Proceedings of the Japan Academy. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3792/pjaa.73.26

zbMATH Keywords

arcsin lawoccupation time of Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)

Related Items (1)

A remark on positive sojourn times of symmetric processes

Cites Work

• Unnamed Item
• Étude asymptotique du temps passé par le mouvement brownien dans un cône. (Asymptotics for the time spent by Brownian motion in a cone)
• Excursions in a cone for two-dimensional Brownian motion
• Exit times from cones in \({\mathbb{R}}^ n\) of Brownian motion
• Exit times of Brownian motion, harmonic majorization, and Hardy spaces
• On the occupation times of cones by Brownian motion
• Eigenvalue expansions for Brownian motion with an application to occupation times
• Loi de l'indice du lacet Brownien, et distribution de Hartman-Watson

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