Abstract
The joint law of the first hitting time of a half-line, the first hitting place, and some local time for the two-dimensional Brownian motion is studied. The method is based on the continuous-time version of the fluctuation identity (the Wiener-Hopf decomposition) in two dimension.
Citation
Yasuki Isozaki. "An asymptotic estimate for the hitting time of a half-line by two-dimensional Brownian motion." J. Math. Kyoto Univ. 49 (3) 603 - 617, 2009. https://doi.org/10.1215/kjm/1260975041
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