On hitting times of the winding processes of planar Brownian motion and of Ornstein--Uhlenbeck processes, via Bougerol’s identity
Teoriâ veroâtnostej i ee primeneniâ, Tome 56 (2011) no. 3, pp. 566-591
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@article{TVP_2011_56_3_a6,
author = {S. Vakeroudis},
title = {On hitting times of the winding processes of planar {Brownian} motion and of {Ornstein--Uhlenbeck} processes, via {Bougerol{\textquoteright}s} identity},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {566--591},
publisher = {mathdoc},
volume = {56},
number = {3},
year = {2011},
language = {en},
url = {http://geodesic.mathdoc.fr/item/TVP_2011_56_3_a6/}
}
TY - JOUR AU - S. Vakeroudis TI - On hitting times of the winding processes of planar Brownian motion and of Ornstein--Uhlenbeck processes, via Bougerol’s identity JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2011 SP - 566 EP - 591 VL - 56 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_2011_56_3_a6/ LA - en ID - TVP_2011_56_3_a6 ER -
%0 Journal Article %A S. Vakeroudis %T On hitting times of the winding processes of planar Brownian motion and of Ornstein--Uhlenbeck processes, via Bougerol’s identity %J Teoriâ veroâtnostej i ee primeneniâ %D 2011 %P 566-591 %V 56 %N 3 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_2011_56_3_a6/ %G en %F TVP_2011_56_3_a6
S. Vakeroudis. On hitting times of the winding processes of planar Brownian motion and of Ornstein--Uhlenbeck processes, via Bougerol’s identity. Teoriâ veroâtnostej i ee primeneniâ, Tome 56 (2011) no. 3, pp. 566-591. http://geodesic.mathdoc.fr/item/TVP_2011_56_3_a6/