文章基本信息
- 标题：Hitting Time and Place of Brownian Motion with Drift
- 本地全文：下载
- 作者：Chuancun Yin ; Chunwei Wang
- 期刊名称：Open Statistics & Probability Journal
- 电子版ISSN：1876-5270
- 出版年度：2009
- 卷号：1
- 页码：38-42
- DOI：10.2174/1876527000901010038
- 出版社：Bentham open
- 摘要：
We consider a d-dimensional Brownian motion in with drift. The explicit expressions are obtained for the joint density of the hitting time and place to a sphere, when the process starts either from the inside the sphere or from the out of sphere.
