Diffusions, exit time moments and Weierstrass theorems

DOI10.1090/S0002-9939-04-07196-5zbMath1078.60063OpenAlexW2126277562MaRDI QIDQ4813661

Patrick McDonald, Victor H. de la Peña

Publication date: 13 August 2004

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9939-04-07196-5

zbMATH Keywords

Brownian motionBessel functionsapproximation theory

Mathematics Subject Classification ID

Brownian motion (60J65) Convergence and divergence of series and sequences of functions (40A30)

Related Items

Bounds for exit times of Brownian motion and the first Dirichlet eigenvalue for the Laplacian

Cites Work

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• Hitting spheres with Brownian motion
• Exit time moments, boundary value problems, and the geometry of domains in Euclidean space
• Dirichlet spectrum and heat content
• A Probability Approach to the Heat Equation