Abstract
Herein, we describe multidimensional Brownian motions for d = 2; 3 with drifts whose order is the same as that of the mean displacement of a Brownian motion. We consider the probabilities that the processes remain in specific cones for a considerable amount of time. We obtain exponents expressing the probabilities, which are different from that of the ordinary Brownian motion. Finally, we suggest an open problem concerning the exact values.
Original language | English |
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Pages (from-to) | 855-870 |
Number of pages | 16 |
Journal | Alea |
Volume | 16 |
Issue number | 1 |
DOIs | |
Publication status | Published - 2019 |
All Science Journal Classification (ASJC) codes
- Statistics and Probability