First hitting place distributions for two-dimensional Wiener processes

MaRDI QIDQ1580826zbMATH OpenFDO

Authors Mario Lefebvre

Publication date 21 June 2001

Published in Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

zbMATH Keywords

Brownian motionhitting place

Mathematics Subject Classification ID

Brownian motion (60J65)

Recommendations

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Cited in

(6)

• A uniformly distributed hitting position for a two-dimensional anisotropic diffusion process: The limit normed curve
• On the first hitting place of the integrated Wiener process
• Hitting Lines with Two-Dimensional Brownian Motion
• Asymptotic estimates of the distribution of Brownian hitting time of a disc
• scientific article; zbMATH DE number 1795964 (Why is no real title available?)
• First-Passage Densities of a Two-Dimensional Process

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