Open AccessOn hitting times of the winding processes of planar Brownian motion and of Ornstein - Uhlenbeck processes, via Bougerol’s identity
Author(s) -
Stavros Vakeroudis,
Stavros Vakeroudis,
Stavros Vakeroudis,
Stavros Vakeroudis
Publication year - 2011
Publication title -
teoriâ veroâtnostej i ee primeneniâ
Language(s) - English
Resource type - Journals
eISSN - 2305-3151
pISSN - 0040-361X
DOI - 10.4213/tvp4407
Subject(s) - ornstein–uhlenbeck process , brownian motion , planar , identity (music) , hitting time , motion (physics) , mathematics , physics , stochastic process , mathematical analysis , classical mechanics , computer science , statistics , computer graphics (images) , acoustics