Some infinite divisibility properties of the reciprocal of planar Brownian motion exit time from a cone

2012/01/12 by Stavros Vakeroudis, Vakeroudis, Stavros, Marc Yor +1
Business, Management and Accounting · Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #60E07 #60J65 #Advanced Queuing Theory Analysis #Complex Systems and Time Series Analysis #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #math.PR #msc:60E07 #msc:60J65 #stochastic dynamics and bifurcation

paper · pdf · doi:10.48550/arxiv.1201.2718

openalex publication_date 2012/01/12 · arxiv created 2012/01/13 · arxiv updated 2012/01/16 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

With the help of the Gauss-Laplace transform for the exit time from a cone of planar Brownian motion, we obtain some infinite divisibility properties for the reciprocal of this exit time.

Related

• The exit distribution for iterated Brownian motion in cones
• On the expected exit time of planar Brownian motion from simply connected domains
• A collection of results relating the geometry of plane domains and the exit time of planar Brownian motion
• Expected exit times of Brownian motion from planar domains: Complements to a paper of Markowsky
• A collection of results relating the geometry of plane domains and the exit time of planar Brownian motion, II