Integrability properties and limit theorems for the exit time from a cone of planar Brownian motion
Stavros Vakeroudis, Marc Yor·2012-01-13·via math.ST updates on arXiv.org
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.