Hitting times to spheres of Brownian motions with drifts starting from the origin

• Yuji HAMANA

Journal

• Proceedings of the Japan Academy. Series. A, Mathematical sciences / issued by 日本学士院

  Proceedings of the Japan Academy. Series. A, Mathematical sciences / issued by 日本学士院 95 (4), 37-39, 2019-04

  Tokyo : Japan Academy

Keywords

• Brownian motion with drift
• first hitting time
• modified Bessel functions

Details

• CRID: 1520291855276579584
• NII Article ID: 40021886335
• NII Book ID: AA00785474
• ISSN: 03862194
• DOI: 10.3792/pjaa.95.37
• NDL BIB ID: 029672188
• Web Site: https://ndlsearch.ndl.go.jp/books/R000000004-I029672188
• Text Lang: en
• NDL Source Classification:
  • ZM31(科学技術--数学)
• Data Source:
  • NDL
  • Crossref
  • CiNii Articles
  • KAKEN