On a problem of H. P. McKean: Independence of Brownian hitting times and places

DOI10.1214/AOP/1176991179zbMath0683.60056OpenAlexW2009153679MaRDI QIDQ1824947

Loren D. Pitt

Publication date: 1989

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176991179

zbMATH Keywords

hitting timesbounded domainBrownian motion with constant drifthitting places

Mathematics Subject Classification ID

Brownian motion (60J65)

Related Items (1)

Random Walk Analysis in Antagonistic Stochastic Games

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