scholarly journals The exit distribution for iterated Brownian motion in cones

2006 ◽  
Vol 116 (1) ◽  
pp. 36-69 ◽  
Author(s):  
Rodrigo Bañuelos ◽  
Dante DeBlassie
Keyword(s):  
Brownian Motion ◽  
Iterated Brownian Motion ◽  
Exit Distribution

scholarly journals Weighted power variations of iterated Brownian motion

2008 ◽  
Vol 13 (0) ◽  
pp. 1229-1256 ◽  
Author(s):  
Ivan Nourdin ◽  
Giovanni Peccati
Keyword(s):  
Brownian Motion ◽  
Iterated Brownian Motion

scholarly journals Uniform Oscillations of the Local Time of Iterated Brownian Motion

Bernoulli ◽  
1999 ◽  
Vol 5 (1) ◽  
pp. 49 ◽  
Author(s):  
Nathalie Eisenbaum ◽  
Zhan Shi
Keyword(s):  
Brownian Motion ◽  
Local Time ◽  
Iterated Brownian Motion

EXIT DISTRIBUTION LEAVING A BALL FROM THE CENTER AND BROWNIAN MOTION

2004 ◽  
Vol 25 (03) ◽  
pp. 393-400 ◽  
Author(s):  
HUIZENG ZHANG ◽  
MENGWEI JIN ◽  
JIANGANG YING
Keyword(s):  
Brownian Motion ◽  
And Brownian Motion ◽  
Exit Distribution
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