Moments of the Lifetime of Conditioned Brownian Motion in Cones

DOI10.2307/2160294zbMath0805.60079OpenAlexW4250213675MaRDI QIDQ4305995

Biao Zhang, Burgess Davis

Publication date: 29 January 1995

Full work available at URL: https://doi.org/10.2307/2160294

zbMATH Keywords

Brownian motion\(h\)-processesconditioned Brownian motion

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Brownian motion (60J65)

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Cites Work

• Exit times from cones in \({\mathbb{R}}^ n\) of Brownian motion
• Exit times of Brownian motion, harmonic majorization, and Hardy spaces
• Lifetime of conditioned Brownian motion in Lipschitz domains
• Conditioned Brownian motion in planar domains
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