6 citations · 8 across the 2 of their papers we have counts for
2 papers
math.PR2005★ 6 cited
Uniqueness for diffusions degenerating at the boundary of a smooth bounded set
Dante DeBlassie
For continuous γ, g:[0,1]\to(0,\infty), consider the degenerate stochastic differential equation dX_t=[1-|X_t|^2]^{1/2}γ(|X_t|) dB_t-g(|X_t|)X_t dt in the closed unit ball of R^n.…
math.PR2004★ 2 cited
The exit distribution for iterated Brownian motion in cones
Rodrigo Banuelos, Dante DeBlassie
We study the distribution of the exit place of iterated Brownian motion in a cone, obtaining information about the chance of the exit place having large magnitude. Along the way, w…