Hitting Spheres from the Exterior
Betz, C. ; Gzyl, H.
Ann. Probab., Tome 22 (1994) no. 4, p. 177-179 / Harvested from Project Euclid
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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.
Publié le : 1994-01-14
Classification:  Brownian motion,  hitting time,  place distribution,  60J65,  60G40,  60G17,  33A40,  33A45 
@article{1176988854,
     author = {Betz, C. and Gzyl, H.},
     title = {Hitting Spheres from the Exterior},
     journal = {Ann. Probab.},
     volume = {22},
     number = {4},
     year = {1994},
     pages = { 177-179},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176988854}
}

Betz, C.; Gzyl, H. Hitting Spheres from the Exterior. Ann. Probab., Tome 22 (1994) no. 4, pp.  177-179. http://gdmltest.u-ga.fr/item/1176988854/