O'Connell, Neil; Unwin, Antony - In: Stochastic Processes and their Applications 43 (1992) 2, pp. 291-301
We consider the first collision time for a set of independent one-dimensional zero-drift Wiener processes. For the 3-process problem, the first collision time corresponds to the first exit time of Brownian motion in a cone in 2, and we can apply the results of Spitzer (1958) and Dante DeBlassie...
