A Note on Planar Brownian Motion
Brassesco, Stella
Ann. Probab., Tome 20 (1992) no. 4, p. 1498-1503 / Harvested from Project Euclid
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The joint density of the total winding and the radius of a planar Brownian motion is calculated, by solving the associated backward equation. An explicit expression for the distribution of the hitting time of an angular barrier is shown; in particular, the behavior of the tail of the distribution is determined.
Publié le : 1992-07-14
Classification:  Planar Brownian motion,  hitting time of an angular barrier,  reflection principle,  60J65,  60J35,  60F05,  58G32,  35K05 
@article{1176989703,
     author = {Brassesco, Stella},
     title = {A Note on Planar Brownian Motion},
     journal = {Ann. Probab.},
     volume = {20},
     number = {4},
     year = {1992},
     pages = { 1498-1503},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176989703}
}

Brassesco, Stella. A Note on Planar Brownian Motion. Ann. Probab., Tome 20 (1992) no. 4, pp.  1498-1503. http://gdmltest.u-ga.fr/item/1176989703/