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Brownian motion in cones
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  • Published: July 1997

Brownian motion in cones

  • Rodrigo Bañuelos1 &
  • Robert G. Smits1 

Probability Theory and Related Fields volume 108, pages 299–319 (1997)Cite this article

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  • 77 Citations

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Summary.

We study the asymptotic behavior of Brownian motion and its conditioned process in cones using an infinite series representation of its transition density. A concise probabilistic interpretation of this series in terms of the skew product decomposition of Brownian motion is derived and used to show properties of the transition density.

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Authors and Affiliations

  1. Department of Mathematics, Purdue University, West Lafayette, IN 47907-1395, USA, , , , , , US

    Rodrigo Bañuelos & Robert G. Smits

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  1. Rodrigo Bañuelos
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  2. Robert G. Smits
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Received: 2 April 1996 / In revised form: 21 December 1996

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Bañuelos, R., Smits, R. Brownian motion in cones. Probab Theory Relat Fields 108, 299–319 (1997). https://doi.org/10.1007/s004400050111

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  • Issue Date: July 1997

  • DOI: https://doi.org/10.1007/s004400050111

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  • Mathematics Subject Classification (1991): 60G40 31
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