Some problems on balls and spheres for Brownian motion

被引：0

作者：

Yin, CC ^{[1
]}

Wu, R ^{[1
]}

机构：

[1] NANKAI UNIV,DEPT MATH,TIANJIN 300071,PEOPLES R CHINA

来源：

SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY | 1996年 / 39卷 / 06期

关键词：

Brownian motion; sojourn times; hitting times; maximum excursions; balls; sphere;

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The distributions of the sojourn time of a ball and hitting time for a sphere for Brownian motion starting at any point in space, as well as the joint distributions of the maximum excursion before last exit sphere and first instance of attaining such a maximum for Brownian motion starting at the inside of a ball are given.

引用

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页码：572 / 582

页数：11

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