Hitting times to spheres of Brownian motions with and without drifts

Yuji Hamana, Hiroyuki Matsumoto

Type: Preprint

Publication Date: 2015-01-01

Citations: 2

DOI: https://doi.org/10.48550/arxiv.1504.03043

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Works That Cite This (1)

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+	A formula for the expected volume of the Wiener sausage with constant drift	2015	Yuji Hamana Hiroyuki Matsumoto

Works Cited by This (4)

Action	Title	Year	Authors
+ PDF Chat	On the growth of stochastic integrals	1971	Daniel W. Stroock
+	Asymptotics of the probability distributions of the first hitting times of Bessel processes	2014	Yuji Hamana Hiroyuki Matsumoto
+ PDF Chat	Hitting Spheres with Brownian Motion	1980	J. G. Wendel
+ PDF Chat	The probability distributions of the first hitting times of Bessel processes	2013	Yuji Hamana Hiroyuki Matsumoto