Hitting times to spheres of Brownian motions with and without drifts (Q2827385)
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scientific article; zbMATH DE number 6640958
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| English | Hitting times to spheres of Brownian motions with and without drifts |
scientific article; zbMATH DE number 6640958 |
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Hitting times to spheres of Brownian motions with and without drifts (English)
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19 October 2016
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Brownian motion
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hitting times
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spheres
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This paper is devoted to prove ``explicit formulae for the densities of the first hitting times to the sphere of Brownian motions with drifts'' and to study ``the asymptotic behavior of the tail probabilities.'' The authors ``present an explicit formula for the Laplace transform of the joint distribution of the first hitting time to a sphere and the hitting position, which is different from the known formulae in the literature and is of independent interest.''
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0.895374596118927
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0.8625006675720215
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0.8543119430541992
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0.8513156175613403
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