Open Access
2012 Some infinite divisibility properties of the reciprocal of planar Brownian motion exit time from a cone
Stavros Vakeroudis, Marc Yor
Author Affiliations +
Electron. Commun. Probab. 17: 1-9 (2012). DOI: 10.1214/ECP.v17-2090

Abstract

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.

Citation

Download Citation

Stavros Vakeroudis. Marc Yor. "Some infinite divisibility properties of the reciprocal of planar Brownian motion exit time from a cone." Electron. Commun. Probab. 17 1 - 9, 2012. https://doi.org/10.1214/ECP.v17-2090

Information

Accepted: 16 June 2012; Published: 2012
First available in Project Euclid: 7 June 2016

zbMATH: 1259.60097
MathSciNet: MR2950189
Digital Object Identifier: 10.1214/ECP.v17-2090

Subjects:
Primary: 60J65
Secondary: 60E07

Keywords: Bougerol's identity , Chebyshev polynomials , generalized Gamma convolution (GGC) , Infinite divisibility , L\'{e}vy measure , Thorin measure

Back to Top