Brownian motion in a quasi-cone |
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| Authors: | Dante DeBlassie |
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| Institution: | 1. Department of Mathematical Sciences, New Mexico State University, P. O. Box 30001, Department 3MB, Las Cruces, NM, 88003-8001, USA
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| Abstract: | We determine precise logarithmic asymptotics of the probability of a large exit time for Brownian motion in a quasi-cone. This answers a question formally posed by Lifshits and Shi (Bernoulli 8:745–765, 2002), but first studied by Li (Ann Probab 31:1078–1096, 2001). |
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