Joint density of hitting time and point to an ellipse for Brownian motion

DOI10.1007/BF02882944zbMath0909.60071MaRDI QIDQ1387484

Xue-Lei Zhao, Chuan-Cun Yin

Publication date: 7 June 1998

Published in: Chinese Science Bulletin (Search for Journal in Brave)

Mathematics Subject Classification ID

Brownian motion (60J65)

Cites Work

• Some joint distributions for Markov process
• The joint distributions of first hitting and last exit for Brownian motion
• Some problems on balls and spheres for Brownian motion
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