Hitting Spheres with Brownian Motion
Wendel, J. G.
Ann. Probab., Tome 8 (1980) no. 6, p. 164-169 / Harvested from Project Euclid
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Let $X_t$ be standard Brownian motion in $R^d$ starting at fixed $X_0$, and let $T$ be the hitting time for a sphere or concentric spherical shell. Explicit formulas, in terms of a natural Laplace-Gegenbauer transform, are obtained for the joint distribution of $T$ and $X_T$.
Publié le : 1980-02-14
Classification:  Brownian motion,  hitting times and places,  spheres,  shells,  60J65,  33A40,  33A45 
@article{1176994833,
     author = {Wendel, J. G.},
     title = {Hitting Spheres with Brownian Motion},
     journal = {Ann. Probab.},
     volume = {8},
     number = {6},
     year = {1980},
     pages = { 164-169},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176994833}
}

Wendel, J. G. Hitting Spheres with Brownian Motion. Ann. Probab., Tome 8 (1980) no. 6, pp.  164-169. http://gdmltest.u-ga.fr/item/1176994833/