96-17
Absorption Probabilities of a Brownian Motion in a Triangular Domain
by Zierke, E.
Preprint series: 96-17, Preprints
- MSC:
- 60J50 Boundary theory
- 60F17 Functional limit theorems; invariance principles
- 60J65 Brownian motion, See also {58G32}
Abstract: The absorption probabilities of a twodimensional Brownian motion with in-dependend components in a triangular domain are evaluated for special pa-rameter cases. After proving a twodimensional functional limit theorem, theresults are obtaind from a known random walk result.