Add to ORKGSummary. For a fairly general class of cones in n dimensions (n>3) we determine the corresponding distributions of Brownian first exit times. Asymptotic results may then be read off.
We supplement a very recent paper of G. Markowsky concerned with the expected exit times of Brownian...
We investigate the functional (Formula presented.) where (Formula presented.) runs through the set o...
We investigate the functional (Formula presented.) where (Formula presented.) runs through the set o...
We study the distribution of the exit place of iterated Brownian motion in a cone, obtaining informa...
Abstract. We investigate the tail distribution of the first exit time of Brownian motion with drift ...
AbstractWe consider the first collision time for a set of independent one-dimensional zero-drift Wie...
AbstractWe consider the first collision time for a set of independent one-dimensional zero-drift Wie...
We investigate the tail distribution of the first exit time of Brownian motion with drift from a con...
We obtain some integrability properties and some limit Theorems for the exit time from a cone of a p...
AbstractWe study the distribution of the exit place of iterated Brownian motion in a cone, obtaining...
We obtain some integrability properties and some limit theorems for the exit time from a cone of a p...
Knowledge in quantum physicsThe expected first exit time of a particle in Brownian motion starting f...
With the help of the Gauss-Laplace transform for the exit time from a cone of planar Brownian motion...
We obtain a formula for the distribution of the first exit time of Brownian motion from a fundamenta...
The integrability and the tail distribution of the first exit time from unbounded domain of Brownian...
We supplement a very recent paper of G. Markowsky concerned with the expected exit times of Brownian...
We investigate the functional (Formula presented.) where (Formula presented.) runs through the set o...
We investigate the functional (Formula presented.) where (Formula presented.) runs through the set o...
We study the distribution of the exit place of iterated Brownian motion in a cone, obtaining informa...
Abstract. We investigate the tail distribution of the first exit time of Brownian motion with drift ...
AbstractWe consider the first collision time for a set of independent one-dimensional zero-drift Wie...
AbstractWe consider the first collision time for a set of independent one-dimensional zero-drift Wie...
We investigate the tail distribution of the first exit time of Brownian motion with drift from a con...
We obtain some integrability properties and some limit Theorems for the exit time from a cone of a p...
AbstractWe study the distribution of the exit place of iterated Brownian motion in a cone, obtaining...
We obtain some integrability properties and some limit theorems for the exit time from a cone of a p...
Knowledge in quantum physicsThe expected first exit time of a particle in Brownian motion starting f...
With the help of the Gauss-Laplace transform for the exit time from a cone of planar Brownian motion...
We obtain a formula for the distribution of the first exit time of Brownian motion from a fundamenta...
The integrability and the tail distribution of the first exit time from unbounded domain of Brownian...
We supplement a very recent paper of G. Markowsky concerned with the expected exit times of Brownian...
We investigate the functional (Formula presented.) where (Formula presented.) runs through the set o...
We investigate the functional (Formula presented.) where (Formula presented.) runs through the set o...