TY - JOUR
T1 - Cone exponents of Brownian motions with particular drifts
AU - Okada, Izumi
N1 - Publisher Copyright:
© 2019 ALEA, Lat. Am. J. Probab. Math. Stat.
Copyright:
Copyright 2019 Elsevier B.V., All rights reserved.
PY - 2019
Y1 - 2019
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=85069996683&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=85069996683&partnerID=8YFLogxK
U2 - 10.30757/ALEA.V16-31
DO - 10.30757/ALEA.V16-31
M3 - Article
AN - SCOPUS:85069996683
VL - 16
SP - 855
EP - 870
JO - Alea
JF - Alea
SN - 1980-0436
IS - 1
ER -