Summary
For a fairly general class of cones inn dimensions (n≧3) we determine the corresponding distributions of Brownian first exit times. Asymptotic results may then be read off.
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This paper is a generalization of the author's Ph.D. dissertation completed in May 1984 at the Massachusetts Institute of Technology under the supervision of Professor R.M. Dudley
This research was supported in part by NSF grant DMS-8301367
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DeBlassie, R.D. Exit times from cones in ℝn of Brownian motion. Probab. Th. Rel. Fields 74, 1–29 (1987). https://doi.org/10.1007/BF01845637
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DOI: https://doi.org/10.1007/BF01845637