S. Vakeroudis, “On hitting times of the winding processes of planar Brownian motion and of Ornstein–Uhlenbeck processes, via Bougerol’s identity”, Teor. Veroyatnost. i Primenen., 2011, Volume 56, Issue 3,Pages <nobr>566

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Teor. Veroyatnost. i Primenen., 2011 Volume 56, Issue 3, Pages 566–591 (Mi tvp4407)

This article is cited in 11 papers

On hitting times of the winding processes of planar Brownian motion and of Ornstein–Uhlenbeck processes, via Bougerol’s identity

S. Vakeroudis^ab

^a Ècole Normale Supérieure, Paris
^b Université Pierre & Marie Curie, Paris VI

Received: 28.07.2010

Language: English

DOI: 10.4213/tvp4407

English version: Theory of Probability and its Applications, 2011, 56:3, 485–507

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