布朗运动关于两个球面的首中时的增量与末离时的增量

The Increment of the Hitting Times and the Increment of the Last Exit Times for a Brownian Motion to/from Two Spheres

给出了布朗运动关于两个同心球面的首中时增量与末离时增量的Ｌａｐｌａｃｅ变换．

In this paper the Laplace transorms for the increment of hitting times and the increment of the last exit times for a Brownian motion to/from two spheres are given.