Brownian hitting to spheres
Author:
Affiliation:
1. Department of Mathematics, University of Tsukuba
2. Department of Mathematics, Aoyama Gakuin University
Publisher
Mathematical Society of Japan (Project Euclid)
Reference24 articles.
1. [1] M. Aizenman and B. Simon, Brownian motion and Harnack inequality for Schrödinger operators, Comm. Pure Appl. Math., 35 (1982), 209–273.
2. [2] A. N. Borodin and P. Salminen, Handbook of Brownian Motion—Facts and Formulae, 2nd ed., Birkhäuser Verlag, 2002.
3. [3] S. Chiba, Asymptotic expansions for hitting distributions of Bessel process (in Japanese), Master thesis, Tohoku Univ., (2017).
4. [4] I. S. Gradshteyn and I. M. Ryzhik, Table of Integrals, Series, and Products, 8th ed., Elsevier/Academic Press, 2015.
5. [5] H. Gzyl, Hitting spheres with Brownian motion revisited, Statist. Probab. Lett., 155 (2019), 108565.
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