A Note on Planar Brownian Motion

Stella Brassesco

doi:10.1214/aop/1176989703

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Home > Journals > Ann. Probab. > Volume 20 > Issue 3 > Article

July, 1992 A Note on Planar Brownian Motion

Stella Brassesco

Ann. Probab. 20(3): 1498-1503 (July, 1992). DOI: 10.1214/aop/1176989703

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Abstract

The joint density of the total winding and the radius of a planar Brownian motion is calculated, by solving the associated backward equation. An explicit expression for the distribution of the hitting time of an angular barrier is shown; in particular, the behavior of the tail of the distribution is determined.