First hitting place distributions for two-dimensional Wiener processes

zbMATH Open0963.60077MaRDI QIDQ1580826

Mario Lefebvre

Publication date: 21 June 2001

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

zbMATH Keywords

Brownian motionhitting place

Mathematics Subject Classification ID

Brownian motion (60J65)

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