Hitting times to spheres of Brownian motions with and without drifts (Q2827385)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Hitting times to spheres of Brownian motions with and without drifts |
scientific article; zbMATH DE number 6640958
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hitting times to spheres of Brownian motions with and without drifts |
scientific article; zbMATH DE number 6640958 |
Statements
Hitting times to spheres of Brownian motions with and without drifts (English)
0 references
19 October 2016
0 references
Brownian motion
0 references
hitting times
0 references
spheres
0 references
0 references
0 references
0 references
This paper is devoted to prove ``explicit formulae for the densities of the first hitting times to the sphere of Brownian motions with drifts'' and to study ``the asymptotic behavior of the tail probabilities.'' The authors ``present an explicit formula for the Laplace transform of the joint distribution of the first hitting time to a sphere and the hitting position, which is different from the known formulae in the literature and is of independent interest.''
0 references
