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Erratum to: Asymptotic Estimates of the Distribution of Brownian Hitting Time of a Disc

✍ Scribed by Kôhei Uchiyama


Book ID
118804272
Publisher
Springer US
Year
2012
Tongue
English
Weight
176 KB
Volume
25
Category
Article
ISSN
0894-9840

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📜 SIMILAR VOLUMES


The joint distribution of the hitting ti
✍ Chuancun Yin 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 95 KB

Let Xt be a standard d-dimensional Brownian motion with drift c started at a ÿxed X0, and let T be the hitting time for a sphere or concentric spherical shell. By using an appropriate martingale, a Laplace-Gegenbauer transform of the joint distribution of T and XT is determined.