Integrability properties and Limit Theorems for the exit time from a cone of planar Brownian motion

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.
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https://hal.archives-ouvertes.fr/hal-00654695
Contributor : Stavros Vakeroudis <>
Submitted on : Thursday, December 22, 2011 - 5:07:19 PM
Last modification on : Tuesday, May 14, 2019 - 10:59:26 AM
Long-term archiving on: Friday, March 23, 2012 - 2:32:09 AM

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  • HAL Id : hal-00654695, version 1

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Stavros Vakeroudis, Marc Yor. Integrability properties and Limit Theorems for the exit time from a cone of planar Brownian motion. 2011. ⟨hal-00654695⟩

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