Some infinite divisibility properties of the reciprocal of planar Brownian motion exit time from a cone

Stavros Vakeroudis; Marc Yor

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arXiv · 1201.2718

Some infinite divisibility properties of the reciprocal of planar Brownian motion exit time from a cone

Stavros Vakeroudis·Marc Yor

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Abstract

With the help of the Gauss-Laplace transform for the exit time from a cone of planar Brownian motion, we obtain some infinite divisibility properties for the reciprocal of this exit time.

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Stavros Vakeroudis, Marc Yor. 2012-01-13. Some infinite divisibility properties of the reciprocal of planar Brownian motion exit time from a cone. https://arxiv.org/abs/1201.2718

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