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HITTING TIME AND PLACE TO A SPHERE OR SPHERICAL SHELL FOR BROWNIAN MOTION |
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| Authors: | YIN Chuancun and WU Rong |
| Institution: | [1]DepartmentofMathematics,QufuNormalUniversity,Qufu273165,China [2]DepartmentofMathematics,NankaiUniversity,Tianjln300071tChina. |
| Abstract: | 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. |
| Keywords: | Brownian motion Hitting time Hitting place Spherical shell Sphere |
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