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Hitting half-spaces or spheres by Ornstein–Uhlenbeck type diffusions

Hitting half-spaces or spheres by Ornstein–Uhlenbeck type diffusions

The purpose of the paper is to provide a general method for computing the hitting distributions of some regular subsets $D$ for Ornstein–Uhlenbeck type operators of the form ${1\over 2}\varDelta + F\cdot \nabla $, with $F$ bounded and orthogonal to