Brownian hitting to spheres

DOI10.2969/JMSJ/91429142MaRDI QIDQ6634734

Yuji Hamana, Hiroyuki Matsumoto

Publication date: 8 November 2024

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

zbMATH Keywords

Brownian motionspherical harmonicsone-dimensional diffusionhitting times and places

Mathematics Subject Classification ID

Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

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• Asymptotic expansions for the first hitting times of Bessel processes
• On the growth of stochastic integrals

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