Joint density of hitting time and point to an ellipse for Brownian motion

作     者：YIN Chuancun ZHAO Xuelei Department of Mathematics, Qufu Normal University, Qufu 273165, China 2. Institute of Mathematics, Shantou University, Shantou 515063, China 

作者机构：Department of Mathematics Qufu Normal University Qufu 273165 China 

出 版 物：《Chinese Science Bulletin》 (科学通报(英文版))

年 卷 期：1997年第42卷第24期

页      面：2054-2058页

核心收录：

学科分类：07[理学] 070104[理学-应用数学] 0701[理学-数学] 

主　　题：Brownian motion hitting time hitting point ellipse. 

摘      要：IT is well known that the distribution of hitting time, hitting point, last exiting time, and lastexiting point for Brownian motion to balls has been extensively studied. A similar investi-gation of rectangles or cubes has also been well done. However, analogous questions for Brow-nian motion to ellipsoid are rarely concerned. Bai and Cai obtained the distribution of