A NOTE ON PLANAR BROWNIAN-MOTION
成果类型：
Article
署名作者：
BRASSESCO, S
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/aop/1176989703
发表日期：
1992
页码：
1498-1503
关键词：
摘要：
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.