Occupation time for two dimensional Brownian motion in a wedge

被引：0

作者：

Gruenbaum, F. Alberto ^{[1
]}

McGrouther, Caroline ^{[1
]}

机构：

[1] Univ Calif Berkeley, Dept Math, Berkeley, CA 94720 USA

来源：

RECENT ADVANCES IN NONLINEAR PARTIAL DIFFERENTIAL EQUATIONS AND APPLICATIONS | 2007年 / 65卷

关键词：

two dimensional Brownian motion; occupation time;

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We study the distribution of the random variable that measures the total time, within the interval (0, 1), that a Brownian particle spends in a wedge anchored at the origin. This is related to the quest for a two dimensional version of the famous arc-sine law of P. Levy. This should help answer the question: How often should Peter and Louis be simultaneously happy?

引用

页码：31 / 45

页数：15

共 11 条

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