Integrability properties and Limit Theorems for the exit time from a cone of planar Brownian motion

Details Integrability properties and Limit Theorems for the exit time from a cone of planar Brownian motion Integrability properties and Limit Theorems for the exit time from a cone of planar Brownian motion

2012-01-13

arxiv.org/abs/1201.2716v1

Mathematics

Probability

Scientific paper

We obtain some integrability properties and some limit Theorems for the exit
time from a cone of a planar Brownian motion, and we check that our
computations are correct via Bougerol's identity.

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