LAST EXIT DISTRIBUTIONS FOR N-DIMENSIONAL BROWNIAN MOTION

LAST EXIT DISTRIBUTIONS FOR N-DIMENSIONAL BROWNIAN MOTION

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摘要 Let {x(?)(ω), t≥0} be Brownian motion in n-dimenslonal Euclidean space R^n with Borel σ-algebra β~n. For B∈β~n define the hitting time and the last exit time of B

作者王梓坤

机构地区 Department of Mathematics

出处《Chinese Science Bulletin》 SCIE EI CAS 1980年第5期446-,共1页

关键词 BROWNIAN BOREL ALGEBRA Euclidean hitting 上兰

分类号 O21 [理学—概率论与数理统计]

引文网络
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Chinese Science Bulletin

1980年第5期

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LAST EXIT DISTRIBUTIONS FOR N-DIMENSIONAL BROWNIAN MOTION

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