• Title of article

    The exit distribution for iterated Brownian motion in cones

  • Author/Authors

    Baٌuelos، نويسنده , , Rodrigo and DeBlassie، نويسنده , , Dante، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2006
  • Pages
    34
  • From page
    36
  • To page
    69
  • Abstract
    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.
  • Keywords
    Iterated Brownian motion , Harmonic measure , Exact constants
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2006
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1577736