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


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.


Stochastic Process Brownian Motion Probability Theory General Class Mathematical Biology 
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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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