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January, 1994 Hitting Spheres from the Exterior
C. Betz, H. Gzyl
Ann. Probab. 22(1): 177-179 (January, 1994). DOI: 10.1214/aop/1176988854

Abstract

By using an appropriate martingale, we compute the joint distribution of the hitting time and place of a sphere by $d$-dimensional Brownian motion, when the process starts outside the sphere.

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C. Betz. H. Gzyl. "Hitting Spheres from the Exterior." Ann. Probab. 22 (1) 177 - 179, January, 1994. https://doi.org/10.1214/aop/1176988854

Information

Published: January, 1994
First available in Project Euclid: 19 April 2007

zbMATH: 0793.60093
MathSciNet: MR1258872
Digital Object Identifier: 10.1214/aop/1176988854

Subjects:
Primary: 60J65
Secondary: 33A40 , 33A45 , 60G17 , 60G40

Keywords: Brownian motion , hitting time , place distribution

Rights: Copyright © 1994 Institute of Mathematical Statistics

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Vol.22 • No. 1 • January, 1994
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