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| EXIT DISTRIBUTION LEAVING A BALL FROM THE CENTER AND BROWNIAN MOTION |
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Citation： |
ZHANG Huizeng,JIN Mengwei,YING Jiangang.EXIT DISTRIBUTION LEAVING A BALL FROM THE CENTER AND BROWNIAN MOTION[J].Chinese Annals of Mathematics B,2004,25(3):393~400 |
| Page view： 1242
Net amount： 958 |
Authors： |
ZHANG Huizeng; JIN Mengwei;YING Jiangang |
Foundation： |
Project supported by the National Natural Science Foundation of China (No.10271109). |
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| Abstract： |
It is showed that if the first exit distribution leaving any ball from the center is the
uniform distribution on the sphere, then the Levy process is a scaled Brownian motion.
The paper also gives a characterization of a continuous Hunt process by the first exit
distribution from any ball. |
Keywords： |
First exit hitting distribution, Brownian motion, Levy process |
Classification： |
60G17, 60J65 |
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