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Moments of the lifetime of conditioned Brownian motion in cones
1994
Proceedings of the American Mathematical Society
Let t be the time it takes standard ¿-dimensional Brownian motion, started at a point inside a cone T in R¿ which has aperture angle 6 , to leave the cone. Burkholder has determined the smallest p , denoted p(6, d), such that Etp = oo . We show that if y e dF then the smallest p , such that E(rP\Bz = y) = oo , is p = 2p{6, d) + (d -2)/2 . We will be working with spherical coordinates in Rd , d > 2. Let, for a point x = (xx, ... , xd) £Rd, \x\ = (Y^xf)x/2, and let tp be the angle that the line
doi:10.1090/s0002-9939-1994-1195717-5
fatcat:34w25pfbbrg6fp4dzdz2pvmwem