BROWNIAN EXIT DISTRIBUTIONS FROM NORMAL BALLS IN S(3)XH(3)

成果类型:
Article
署名作者:
HUGHES, HR
刊物名称:
ANNALS OF PROBABILITY
ISSN/ISSBN:
0091-1798
DOI:
10.1214/aop/1176989797
发表日期:
1992
页码:
655-659
关键词:
摘要:
Let X(t) be Brownian motion on a Riemannian manifold M started at m and let T be the first time X(t) exits a normal ball about m. The first exit time T for M = S3 X H-3 has the same distribution as the first exit time for M = R6. For M = S3 X H-3, T and X(T) are independent random variables.