# First passage behaviour of fractional Brownian motion in two-dimensional wedge domains

Source: [First passage behaviour of fractional Brownian motion in two-dimensional wedge domains](<https://www.sota2.com/research/paper/68fa2fa91e209131ce86e2a6>)

Collection index: [llms.txt](<https://www.sota2.com/research/llms.txt>)

Data updated: 2025-10-24T17:42:15.234Z

Authors: J.-H. Jeon, A. V. Chechkin, R. Metzler

Published: 2011-02-17T16:59:58.000Z

## Abstract

We study the survival probability and the corresponding first passage time density of fractional Brownian motion confined to a two-dimensional open wedge domain with absorbing boundaries. By analytical arguments and numerical simulation we show that in the long time limit the first passage time density scales as t\*\*{-1+pi\*(2H-2)/(2\*Theta)} in terms of the Hurst exponent H and the wedge angle Theta. We discuss this scaling behaviour in connection with the reaction kinetics of FBM particles in a one-dimensional domain.

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## Original sources and implementation

[Original paper](<https://arxiv.org/abs/1102.3633>)

[PDF](<https://arxiv.org/pdf/1102.3633.pdf>)