广义Brownian运动关于两类特殊区域的首出时与首出点的联合分布

Jiont distribution of exit times and exit points of generalized Brownian motion in special regions

本文给出广义Ｂｒｏｗｎｉａｎ运动的定义，及一些基本性质．并求出了它关于两类特殊区域的首出时与首出点的联合分布．

In this paper, we introduce generalized Brownian motion and discuss its basic properties.We also calculate the jiont disdribution of the first exit times and the first exit point of generalized Brownian motion for some special regions in Rd.