Integrability properties and limit theorems for the exit time from a cone of planar Brownian motion
arXiv:1201.2716 · doi:10.3150/12-BEJ438
Abstract
We obtain some integrability properties and some limit theorems for the exit time from a cone of a planar Brownian motion, and we check that our computations are correct via Bougerol's identity.
Published in at http://dx.doi.org/10.3150/12-BEJ438 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)