BROWNIAN-MOTION IN CONES

Authors
BANUELOS R SMITS RG
Citation
R. Banuelos et Rg. Smits, BROWNIAN-MOTION IN CONES, Probability theory and related fields, 108(3), 1997, pp. 299-319
Citations number
18
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Probability theory and related fields → ACNP
ISSN journal
01788051
Volume
108
Issue
3
Year of publication
1997
Pages
299 - 319
Database
ISI
SICI code
0178-8051(1997)108:3<299:BIC>2.0.ZU;2-L
Abstract
We study the asymptotic behavior of Brownian motion and its conditione d process in cones using an infinite series representation of its tran sition density. A concise probabilistic interpretation of this series in terms of the skew product decomposition of Brownian motion is deriv ed and used to show properties of the transition density.