HITTING SPHERES FROM THE EXTERIOR
成果类型：
Article
署名作者：
BETZ, C; GZYL, H
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/aop/1176988854
发表日期：
1994
页码：
177-179
关键词：
摘要：
By using an appropriate martingale, we compute the joint distribution of the hitting time and place of a sphere by d-dimensional Brownian motion, when the process starts outside the sphere.
来源URL：