Brownian motion with a horizontal Bessel drift in a parabolic-type domain

DOI10.1016/j.spa.2021.06.008zbMath1475.60152OpenAlexW3174188567MaRDI QIDQ1979903

Haneen Alayed, Dante de Blassie

Publication date: 3 September 2021

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2021.06.008

zbMATH Keywords

Bessel processBrownian motionexit timeBrownian motion with a driftparabolic-type domainsstochastic comparison.

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Brownian motion in self-similar domains
• Exit times from cones in \({\mathbb{R}}^ n\) of Brownian motion
• Exit times of Brownian motion, harmonic majorization, and Hardy spaces
• Brownian motion in cones
• The first exit time of a Brownian motion from an unbounded convex domain
• Asymptotic behaviour of a Brownian motion on exterior domains
• Floquet theory for left-definite Sturm-Liouville problems
• The first exit time of Brownian motion form a parabolic domain
• The first exit time of planar Brownian motion from the interior of a parabola
• The chance of a long lifetime for Brownian motion in a horn-shaped domain
• A generalization of trigonometric convexity and its relation to positive harmonic functions in homogeneous domains
• The probability distributions of the first hitting times of Bessel processes
• Eigenvalue expansions for diffusion hitting times
• Some Theorems Concerning 2-Dimensional Brownian Motion
• Ratio limit theorem for parabolic horn-shaped domains
• Brownian motion in twisted domains

This page was built for publication: Brownian motion with a horizontal Bessel drift in a parabolic-type domain