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| HITTING TIME AND PLACE TO A SPHERE OR SPHERICALSHELL FOR BROWNIAN MOTION |
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Citation： |
YIN Chuancun,WU Rong.HITTING TIME AND PLACE TO A SPHERE OR SPHERICALSHELL FOR BROWNIAN MOTION[J].Chinese Annals of Mathematics B,1999,20(2):205~214 |
| Page view： 1002
Net amount： 939 |
Authors： |
YIN Chuancun; WU Rong |
Foundation： |
the National Natural Science Foundation of China and the
Centre of Mathematics Research & Higher Personnel Training of the Ministry of Education of China |
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| Abstract： |
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. |
Keywords： |
Brownian motion, Hitting time, Hitting place,
Spherical shell,Sphere |
Classification： |
60J65 |
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