Summary
Our purpose is to show how the asymptotics in Corollary 1.3 of [2] can be obtained under much weaker hypotheses. It turns out the problem essentially reduces to showing that if R(s) is a Bessel process, u>0 and α>0, then
as t→∞. We provide a simple proof of this fact.
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De Blassie, R.D. Remark on exit times from cones in \(\mathbb{R}^n \)of Brownian motion. Probab. Th. Rel. Fields 79, 95–97 (1988). https://doi.org/10.1007/BF00319106
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DOI: https://doi.org/10.1007/BF00319106