Hitting time and place to a sphere or spherical shell for Brownian motion

被引：1

作者：

Yin, CC

Wu, R

机构：

[1] Qufu Normal Univ, Dept Math, Qufu 273165, Peoples R China

[2] Nankai Univ, Dept Math, Tianjin 300071, Peoples R China

来源：

CHINESE ANNALS OF MATHEMATICS SERIES B | 1999年 / 20卷 / 02期

关键词：

Brownian motion; hitting time; hitting place; spherical shell; sphere;

D O I：

10.1142/S0252959999000230

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

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.

引用

页码：205 / 214

页数：10

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