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Probability Theory and Related Fields

, Volume 74, Issue 1, pp 1–29 | Cite as

Exit times from cones in ℝ n of Brownian motion

  • R. Dante DeBlassie
Article

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.

Keywords

Stochastic Process Brownian Motion Probability Theory General Class Mathematical Biology 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag 1987

Authors and Affiliations

  • R. Dante DeBlassie
    • 1
  1. 1.Department of MathematicsTexas A & M UniversityCollege StationUSA

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