Asymptotic estimates of the distribution of Brownian hitting time of a disc

DOI10.1007/s10959-010-0305-8zbMath1255.60147arXiv1007.4633OpenAlexW1985167544MaRDI QIDQ430971

Kôhei Uchiyama

Publication date: 26 June 2012

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1007.4633

zbMATH Keywords

asymptotic expansionFourier analysisLaplace inversionBrownian hitting time

Mathematics Subject Classification ID

Brownian motion (60J65)

Related Items (6)

Density of space-time distribution of Brownian first hitting of a disc and a ball ⋮ Hitting times of Bessel processes ⋮ Brownian motion on some spaces with varying dimension ⋮ Erratum to: asymptotic estimates of the distribution of Brownian hitting time of a disc ⋮ The transition density of Brownian motion killed on a bounded set ⋮ Asymptotics of the densities of the first passage time distributions for Bessel diffusions

Cites Work

• The mean number of sites visited by a pinned random walk
• Some Theorems Concerning 2-Dimensional Brownian Motion
• On Laplace Transforms Near the Origin
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