Citation
C. Betz et H. Gzyl, HITTING SPHERES FROM THE EXTERIOR, Annals of probability, 22(1), 1994, pp. 177-179
Citations number
4
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
ISSN journal
00911798
Volume
22
Issue
1
Year of publication
1994
Pages
177 - 179
Database
ISI
SICI code
0091-1798(1994)22:1<177:HSFTE>2.0.ZU;2-V
Abstract
By using an appropriate martingale, we compute the joint distribution
of the hitting time and place of a sphere by d-dimensional Brownian mo
tion, when the process starts outside the sphere.