The joint distribution of the hitting time and place to a sphere or spherical shell for Brownian motion with drift (Q1962218)
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scientific article; zbMATH DE number 1395183
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| English | The joint distribution of the hitting time and place to a sphere or spherical shell for Brownian motion with drift |
scientific article; zbMATH DE number 1395183 |
Statements
The joint distribution of the hitting time and place to a sphere or spherical shell for Brownian motion with drift (English)
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30 January 2000
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Brownian motion with drift
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hitting time
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hitting place
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Laplace-Gegenbauer transform
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0.8776385188102722
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0.8399911522865295
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0.835599958896637
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0.8305472135543823
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0.8277058005332947
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