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Exit times from cones in ℝn of Brownian motion
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  • Published: March 1987

Exit times from cones in ℝn of Brownian motion

  • R. Dante DeBlassie1 

Probability Theory and Related Fields volume 74, pages 1–29 (1987)Cite this article

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Summary

For a fairly general class of cones inn dimensions (n≧3) we determine the corresponding distributions of Brownian first exit times. Asymptotic results may then be read off.

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Author information

Authors and Affiliations

  1. Department of Mathematics, Texas A & M University, 77843, College Station, TX, USA

    R. Dante DeBlassie

Authors
  1. R. Dante DeBlassie
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Additional information

This paper is a generalization of the author's Ph.D. dissertation completed in May 1984 at the Massachusetts Institute of Technology under the supervision of Professor R.M. Dudley

This research was supported in part by NSF grant DMS-8301367

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Cite this article

DeBlassie, R.D. Exit times from cones in ℝn of Brownian motion. Probab. Th. Rel. Fields 74, 1–29 (1987). https://doi.org/10.1007/BF01845637

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  • Received: 15 August 1984

  • Revised: 01 December 1985

  • Accepted: 05 May 1986

  • Issue Date: March 1987

  • DOI: https://doi.org/10.1007/BF01845637

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Keywords

  • Stochastic Process
  • Brownian Motion
  • Probability Theory
  • General Class
  • Mathematical Biology
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