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- W2079739198 abstract "Our purpose is to show how the asymptotics in Corollary 1.3 of [2] can be obtained under much weaker hypotheses. It turns out the problem essentially reduces to showing that if R(s) is a Bessel process, u>0 and α>0, then $$Pleft( {mathop flimits_0^1 R(s)^{ - 2} ds leqq u} right) = O(t^{ - alpha } )$$ as t→∞. We provide a simple proof of this fact." @default.
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- W2079739198 date "1988-09-01" @default.
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- W2079739198 title "Remark on exit times from cones in $$mathbb{R}^n $$ of Brownian motion" @default.
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- W2079739198 doi "https://doi.org/10.1007/bf00319106" @default.
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