Joint density of hitting time and point to an ellipse for Brownian motion

DOI10.1007/BF02882944MaRDI QIDQ1387484zbMATH OpenFDO

Authors Chuancun Yin, Xuelei Zhao

Publication date 7 June 1998

Published in Chinese Science Bulletin (Search for Journal in Brave)

Mathematics Subject Classification ID

Brownian motion (60J65)

Cites work

• scientific article; zbMATH DE number 3642454 (Why is no real title available?)
• scientific article; zbMATH DE number 4024464 (Why is no real title available?)
• scientific article; zbMATH DE number 3778489 (Why is no real title available?)
• scientific article; zbMATH DE number 3045182 (Why is no real title available?)
• Some joint distributions for Markov process
• Some problems on balls and spheres for Brownian motion
• The joint distributions of first hitting and last exit for Brownian motion

This page was built for publication: Joint density of hitting time and point to an ellipse for Brownian motion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1387484)