Abstract
We obtain some integrability properties and some limit theorems for the exit time from a cone of a planar Brownian motion, and we check that our computations are correct via Bougerol’s identity.
Citation
Stavros Vakeroudis. Marc Yor. "Integrability properties and limit theorems for the exit time from a cone of planar Brownian motion." Bernoulli 19 (5A) 2000 - 2009, November 2013. https://doi.org/10.3150/12-BEJ438
Information
