On the exit time from a cone for Brownian motion with drift
From MaRDI portal
Publication:743488
DOI10.1214/EJP.v19-3169zbMath1317.60104arXiv1311.1459MaRDI QIDQ743488
Kilian Raschel, Rodolphe Garbit
Publication date: 24 September 2014
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1311.1459
Sums of independent random variables; random walks (60G50) Discrete-time Markov processes on general state spaces (60J05) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17)
Related Items
Extremal behavior of hitting a cone by correlated Brownian motion with drift ⋮ An elementary solution of Gessel's walks in the quadrant ⋮ Unnamed Item ⋮ Taming reluctant random walks in the positive quadrant ⋮ Harmonic functions for singular quadrant walks ⋮ On the singular values of complex matrix Brownian motion with a matrix drift ⋮ Entrance laws at the origin of self-similar Markov processes in high dimensions ⋮ On the exit time from a cone for random walks with drift ⋮ 3D positive lattice walks and spherical triangles
