Hitting times to spheres of Brownian motions with drifts starting from the origin
Work
Year: 2019
Type: article
Abstract: We investigate the first hitting times to spheres of Brownian motions with constant drifts. In the case when the Brownian motion starts from a point in $\mathbf{R}^{d}$ except for the origin, an expli... more
Author Yuji Hamana
Institution Kumamoto University
Cites: 8
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Related to: 10
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Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: gold