EXIT DISTRIBUTION LEAVING A BALL FROM THE CENTER AND BROWNIAN MOTION

被引：0

作者：

ZHANG HUIZENG

JIN MENGWEI

YING JIANGANG Depatment of Mathematics Zhejiang University Hangzhou China School of Computer and Computing Science Zhejiang University City College Hangzhou ChinaEmail huizengzhangsinacom Department of Mathematics Zhejiang University Hangzhou China Institute of Mathematics Fudan University Shanghai China Email jgyingfudaneducn ^{[310027
,310015
,310027
,200433
]}

机构：

来源：

ChineseAnnalsofMathematics | 2004年 / 03期

关键词：

First exit hitting distribution; Brownian motion; Levy process;

D O I：

暂无

中图分类号：

O241 [数值分析];

学科分类号：

070102 ;

摘要：

<正> It is skowed that if the first exit distribution leaving any ball from the center is theuniform 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 exitdistribution from any ball.

引用

页码：393 / 400

页数：8