Summary.
We study the asymptotic behavior of Brownian motion and its conditioned process in cones using an infinite series representation of its transition density. A concise probabilistic interpretation of this series in terms of the skew product decomposition of Brownian motion is derived and used to show properties of the transition density.
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Received: 2 April 1996 / In revised form: 21 December 1996
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Bañuelos, R., Smits, R. Brownian motion in cones. Probab Theory Relat Fields 108, 299–319 (1997). https://doi.org/10.1007/s004400050111
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DOI: https://doi.org/10.1007/s004400050111