Hitting spheres with Brownian motion and Sommerfeld's radiation condition

DOI10.1006/JMAA.1994.1087zbMath0792.35109OpenAlexW2081922751MaRDI QIDQ1323881

Cristina Betz, Henryk Gzyl

Publication date: 8 June 1994

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmaa.1994.1087

zbMATH Keywords

Sommerfeld radiation conditionhitting distribution of a sphere by Brownian motionunbounded domain in \(\mathbb{R}^ 3\)

Mathematics Subject Classification ID

Initial-boundary value problems for second-order hyperbolic equations (35L20) Brownian motion (60J65) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items (1)

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

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