On a problem of H. P. McKean: Independence of Brownian hitting times and places

DOI10.1214/AOP/1176991179MaRDI QIDQ1824947zbMATH OpenOpenAlexFDO

Authors Loren D. Pitt

Publication date 1989

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176991179

zbMATH Keywords

hitting timesbounded domainBrownian motion with constant drifthitting places

Mathematics Subject Classification ID

Brownian motion (60J65)

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Cited in

(2)

• Random Walk Analysis in Antagonistic Stochastic Games
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