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1996-17

Absorption Probabilities of a Brownian Motion in a Triangular Domain

by Zierke, E..


Series: 1996-17, Preprints

MSC:
60J50 Boundary theory
60F17 Functional limit theorems; invariance principles
60J65 Brownian motion

Abstract:
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, the
results are obtaind from a known random walk result.

Keywords: