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.
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页码：572 / 582
页数：11
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