The joint distribution of the hitting time and place to a sphere or spherical shell for Brownian motion with drift *

Statistics and Probability Letters

Volumn 42, Issue 4, 1999, Pages 367-373

  Yin, Chuancun ^a  

^a QUFU NORMAL UNIVERSITY   (China)

Author keywords

Brownian motion with drift; Hitting place; Hitting time; Laplace Gegenbauer transform

Indexed keywords

EID: 0033130202     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(98)00231-4     Document Type: Article

References (9)

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