Cone exponents of Brownian motions with particular drifts

Izumi Okada

    Research output: Contribution to journalArticlepeer-review

    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 languageEnglish
    Pages (from-to)855-870
    Number of pages16
    JournalAlea
    Volume16
    Issue number1
    DOIs
    Publication statusPublished - 2019

    All Science Journal Classification (ASJC) codes

    • Statistics and Probability

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