Lifetime asymptotics of iterated Brownian motion in ℝn

ESAIM - Probability and Statistics

Volumn 11, Issue , 2007, Pages 147-160

  Nane, Erkan ^a,b  

^a PURDUE UNIVERSITY   (United States)

^b MICHIGAN STATE UNIVERSITY   (United States)

Author keywords

Bounded domain; Brownian time Brownian motion; Exit time; Iterated Brownian motion; Twisted domain; Unbounded convex domain

Indexed keywords

EID: 34547511617     PISSN: 12928100     EISSN: 12623318     Source Type: Journal    
DOI: 10.1051/ps:2007012     Document Type: Article

References (29)