scientific article; zbMATH DE number 4123006

zbMATH Open0685.60079MaRDI QIDQ4735892FDOQ4735892

Authors: Harry Randolph Hughes, Ming Liao 

Publication date: 1989

Title of this publication is not available (Why is that?)

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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)

Cited In (4)

• Hitting times to spheres of Brownian motions with drifts starting from the origin
• 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

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