scientific article; zbMATH DE number 4123006

MaRDI QIDQ4735892zbMATH OpenFDO

Authors Harry Randolph Hughes, Ming Liao

Publication date 1989

zbMATH Keywords

Brownian motionhitting timeStratonovich integralstated independence property

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

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Cited in

(4)

• Extremal behavior of hitting a cone by correlated Brownian motion with drift
• Hitting probabilities of a Brownian flow with radial drift
• On a problem of H. P. McKean: Independence of Brownian hitting times and places
• Hitting times to spheres of Brownian motions with drifts starting from the origin

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