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The joint distribution of the hitting time and place to a sphere or spherical shell for Brownian motion with drift - MaRDI portal

The joint distribution of the hitting time and place to a sphere or spherical shell for Brownian motion with drift (Q1962218)

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scientific article; zbMATH DE number 1395183
Language Label Description Also known as
English
The joint distribution of the hitting time and place to a sphere or spherical shell for Brownian motion with drift
scientific article; zbMATH DE number 1395183

    Statements

    The joint distribution of the hitting time and place to a sphere or spherical shell for Brownian motion with drift (English)
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    30 January 2000
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    Brownian motion with drift
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    hitting time
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    hitting place
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    Laplace-Gegenbauer transform
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    Identifiers