96-17

Absorption Probabilities of a Brownian Motion in a Triangular Domain

by Zierke, E.

 

Preprint series: 96-17, Preprints

MSC:
60J50 Boundary theory
60F17 Functional limit theorems; invariance principles
60J65 Brownian motion, See also {58G32}

 

Abstract: The absorption probabilities of a twodimensional Brownian motion with in-dependend components in a triangular domain are evaluated for special pa-rameter cases. After proving a twodimensional functional limit theorem, theresults are obtaind from a known random walk result.

Letzte Änderung: 01.03.2018 - Ansprechpartner: Webmaster