Integrability properties and limit theorems for the exit time from a cone of planar Brownian motion

Stavros Vakeroudis, Marc Yor
2013 Bernoulli  
We obtain some integrability properties and some limit theorems for the exit time from a cone of a planar Brownian motion, and we check that our computations are correct via Bougerol's identity.
doi:10.3150/12-bej438 fatcat:fkexvkb27nesvk3qo2r3vujj54