<正> The distributions of the sojourn time of a ball and hitting time for a sphere for Brownian motion starting at any point in space, as well as the joint distributions of the maximum excursion before last exit...<正> The distributions of the sojourn time of a ball and hitting time for a sphere for Brownian motion starting at any point in space, as well as the joint distributions of the maximum excursion before last exit sphere and first instance of attaining such a maximum for Brownian motion starting at the inside of a ball are given.展开更多
基金supported by the Chinese Tian Yuan Mathematical Foundation the Doctoral Discipline Foundation of State Education Commission of China.
文摘<正> The distributions of the sojourn time of a ball and hitting time for a sphere for Brownian motion starting at any point in space, as well as the joint distributions of the maximum excursion before last exit sphere and first instance of attaining such a maximum for Brownian motion starting at the inside of a ball are given.
