Escape rates for transient reflected brownian motion in wedges and cones

DOI10.1080/17442509608834060zbMath0891.60038OpenAlexW2002742808MaRDI QIDQ4364125

Elizabeth Ann Housworth, Richard Dante DeBlassie, David G. Hobson, Ellen H. Toby

Publication date: 19 July 1998

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509608834060

zbMATH Keywords

Bessel processesescape ratesreflected Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Strong limit theorems (60F15) Brownian motion (60J65) Sample path properties (60G17)

Related Items (2)

Hitting time of a corner for a reflected diffusion in the square ⋮ The adjoint process of killed reflected Brownian motion in a cone and applications

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