Brownian motion in cones

被引：0

作者：

Rodrigo Bañuelos

Robert G. Smits

机构：

[1] Department of Mathematics,

[2] Purdue University,undefined

[3] West Lafayette,undefined

[4] IN 47907-1395,undefined

[5] USA,undefined

来源：

Probability Theory and Related Fields | 1997年 / 108卷

关键词：

Mathematics Subject Classification (1991): 60G40 31;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

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.

引用

页码：299 / 319

页数：20