Integrability properties and limit theorems for the exit time from a cone of planar Brownian motion

Marc Yor; Stavros Vakeroudis

arxiv: 1201.2716 · v2 · pith:NU67SDMMnew · submitted 2012-01-13 · 🧮 math.PR · math.ST· stat.TH

Integrability properties and limit theorems for the exit time from a cone of planar Brownian motion

Stavros Vakeroudis , Marc Yor This is my paper

classification 🧮 math.PR math.STstat.TH

keywords brownianconeexitintegrabilitylimitmotionplanarproperties

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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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Integrability properties and limit theorems for the exit time from a cone of planar Brownian motion

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