Hitting spheres from the exterior
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Publication:1323288
DOI10.1214/AOP/1176988854zbMath0793.60093OpenAlexW2052074286MaRDI QIDQ1323288
Publication date: 11 August 1994
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176988854
Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Sample path properties (60G17)
Related Items (4)
The joint distribution of the hitting time and place to a sphere or spherical shell for Brownian motion with drift ⋮ Hitting spheres with Brownian motion revisited ⋮ Some properties of repeated hits after first explosion for birth and death processes ⋮ Multidimensional hitting time results for Brownian bridges with moving hyperplanar boundaries
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