کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1157100 958928 2006 34 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
The exit distribution for iterated Brownian motion in cones
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
The exit distribution for iterated Brownian motion in cones
چکیده انگلیسی

We study the distribution of the exit place of iterated Brownian motion in a cone, obtaining information about the chance of the exit place having large magnitude. Along the way, we determine the joint distribution of the exit time and exit place of Brownian motion in a cone. This yields information on large values of the exit place (harmonic measure) for Brownian motion. The harmonic measure for cones has been studied by many authors for many years. Our results are sharper than any previously obtained.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 116, Issue 1, January 2006, Pages 36–69
نویسندگان
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