On the Sojourn Time of the Brownian Process in a Multidimensional Sphere
We consider the Brownian motion process B m(s) in the m-space and the distribution F m(t, x, a) = P ˘ sup 0≤s≤t ˛ ˛B m(s) + x ˛ ˛ < a¯ , where a > 0, x ∈ R m, |x| < a. There is a probability that a particle starting from the point x on the sphere S m r with the radius r = |x| < a will n...
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| Format: | Article |
| Language: | English |
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Vilnius University Press
2009-07-01
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| Series: | Nonlinear Analysis |
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| Online Access: | http://www.zurnalai.vu.lt/nonlinear-analysis/article/view/14502 |