Some infinite divisibility properties of the reciprocal of planar Brownian motion exit time from a cone

Stavros Vakeroudis (Université Pierre et Marie Curie and University of Manchester)
Marc Yor (Université Pierre et Marie Curie and Institut Universitaire de France)

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.

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Pages: 1-9

Publication Date: June 16, 2012

DOI: 10.1214/ECP.v17-2090

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