Erkan Nane

most citedIterated Brownian Motion in Parabola-Shaped Domains

20 citations · 52 across the 3 of their papers we have counts for

collaborators

3 papers

math.PR2005★ 13 cited

Laws of the iterated logarithm for α-time Brownian motion

Erkan Nane

We introduce a class of iterated processes called $α$ -time Brownian motion for $0 < α \leq 2$ . These are obtained by taking Brownian motion and replacing the time parameter with a sym…

math.PR2005★ 19 cited

Iterated Brownian motion in bounded domains in R^n

Erkan Nane

Let $τ_{D} (Z)$ is the first exit time of iterated Brownian motion from a domain $D \subset \RR{R}^{n}$ started at $z \in D$ and let $P_{z} [τ_{D} (Z) > t]$ be its distribution. In thi…

math.PR2004★ 20 cited

Iterated Brownian Motion in Parabola-Shaped Domains

Erkan Nane

Iterated Brownian motion $Z_{t}$ serves as a physical model for diffusions in a crack. If $τ_{D} (Z)$ is the first exit time of this processes from a domain $D \subset \RR{R}^{n}$,…