| YIN Chuancun,WU Rong.[J].数学年刊A辑,1999,20(2):205~214 |
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| HITTING TIME AND PLACE TO A SPHERE OR SPHERICALSHELL FOR BROWNIAN MOTION |
| Received:June 19, 1997 Revised:September 25, 1998 |
| DOI： |
| 中文关键词: |
| 英文关键词:Brownian motion, Hitting time, Hitting place,
Spherical shell,Sphere |
| 基金项目: |
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| 中文摘要: |
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| 英文摘要: |
| In this paper, the authors compute the explicit formulas for the joint distributions of the hitting time and place for a sphere or concentric spherical shell by Brownian motion, when the process starts either outside the sphere or the region bounded by concentric spheres. |
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