Brownian motion in a quasi-cone

• 成果类型: Article
• 署名作者: DeBlassie, Dante
• 署名单位: New Mexico State University
• 刊物名称: PROBABILITY THEORY AND RELATED FIELDS
• ISSN/ISSBN: 0178-8051
• DOI: 10.1007/s00440-011-0364-5
• 发表日期: 2012
• 页码: 127-148
• 关键词: exit times

摘要

We determine precise logarithmic asymptotics of the probability of a large exit time for Brownian motion in a quasi-cone. This answers a question formally posed by Lifshits and Shi (Bernoulli 8:745-765, 2002), but first studied by Li (Ann Probab 31:1078-1096, 2001).