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
文摘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.