Étude asymptotique du temps passé par le mouvement brownien dans un cône. (Asymptotics for the time spent by Brownian motion in a cone)

zbMath0727.60092MaRDI QIDQ803665

Thierry Meyre

Publication date: 1991

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1991__27_1_107_0

zbMATH Keywords

Brownian motiondistribution function of the hitting time

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Brownian motion (60J65) Sample path properties (60G17)

Related Items (4)

On the asymptotic behavior of the occupation time in cones of \(d\)-dimensional Brownian motion ⋮ SchröDinger operators - geometric estimates in terms of the occupation time ⋮ Unnamed Item ⋮ On the occupation times of cones by Brownian motion

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