Tail probability of the hitting time of Brownian motion to a sphere with fixed hitting sites
We consider \(d\)-dimensional Brownian motion \(\{B_\mu(t)\}_{t\geqq0}\) with a drift \(\mu\in\mathbb{R}^d\) and the first hitting time \(\sigma_{r,\mu}^{(d)}\) to the sphere with radius \(r\) centered at the origin. This article deals with asymptotic behavior of the probability that both \(t\lt\sig...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
AGH Univeristy of Science and Technology Press
2025-07-01
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| Series: | Opuscula Mathematica |
| Subjects: | |
| Online Access: | https://www.opuscula.agh.edu.pl/vol45/4/art/opuscula_math_4522.pdf |
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