Some infinite divisibility properties of the reciprocal of planar Brownian motion exit time from a cone
Stavros VakeroudisMarc Yor
所有作者
Stavros VakeroudisMarc Yor
文献摘要
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.