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2012 Some infinite divisibility properties of the reciprocal of planar Brownian motion exit time from a cone
Stavros Vakeroudis, Marc Yor
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Electron. Commun. Probab. 17: 1-9 (2012). DOI: 10.1214/ECP.v17-2090

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.

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Stavros Vakeroudis. Marc Yor. "Some infinite divisibility properties of the reciprocal of planar Brownian motion exit time from a cone." Electron. Commun. Probab. 17 1 - 9, 2012. https://doi.org/10.1214/ECP.v17-2090

Information

Accepted: 16 June 2012; Published: 2012
First available in Project Euclid: 7 June 2016

zbMATH: 1259.60097
MathSciNet: MR2950189
Digital Object Identifier: 10.1214/ECP.v17-2090

Subjects:
Primary: 60J65
Secondary: 60E07

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