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HITTING TIME AND PLACE TO A SPHERE OR SPHERICAL SHELL FOR BROWNIAN MOTION
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作者 yinchuancun WURONG 《Chinese Annals of Mathematics,Series B》 SCIE CSCD 1999年第2期205-214,共10页
In this paper, the authors compute the explicit formulas for the joint distributions of thehitting time and place for a sphere or concentric spherical shell by Brownian motion, when theprocess starts either outside th... In this paper, the authors compute the explicit formulas for the joint distributions of thehitting time and place for a sphere or concentric spherical shell by Brownian motion, when theprocess starts either outside the sphere or the region bounded by concentric spheres. 展开更多
关键词 Brownian motion Hitting time Hitting place Spherical shell SPHERE
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