Some infinite divisibility properties of the reciprocal of planar Brownian motion exit time from a cone

Details Some infinite divisibility properties of the reciprocal of planar Brownian motion exit time from a cone Some infinite divisibility properties of the reciprocal of planar Brownian motion exit time from a cone

2012-01-13

arxiv.org/abs/1201.2718v1

Mathematics

Probability

Scientific paper

With the help of the Gauss-Laplace transform for the exit time from a cone of
planar Brownian motion, we obtain some infinite divisibility properties for the
reciprocal of this exit time.

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