Exit times from cones in \({\mathbb{R}}^ n\) of Brownian motion
type: Item
instance of: scholarly article
title: Exit times from cones in \({\mathbb{R}}^ n\) of Brownian motion
zbMATH Open document ID: 0586.60077
DOI: 10.1007/BF01845637
publication date: 1986-01-01T00:00:00Z
review text: For a fairly general class of cones in n dimensions (n\(\geq 3)\) we determine the corresponding distributions of Brownian first exit times. Asymptotic results may then be read off.
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60G40
zbMATH DE Number: 3940362
zbMATH Keywords: cones
zbMATH Keywords: first exit times
author: Richard Dante DeBlassie
MaRDI profile type: Publication
cites work: Exit times of Brownian motion, harmonic majorization, and Hardy spaces
cites work: Q3969657
cites work: Q5823354
cites work: A Probability Approach to the Heat Equation
cites work: Q5336643
cites work: Q4040640
cites work: Q3676384
cites work: Q5734920
cites work: Q3048019
cites work: Q5667036
cites work: Q3873024
cites work: Q3290778
published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 3940362