Brownian motion in hyperspherical co-ordinates
作者:
Paul McGill,
期刊:
Stochastics
(Taylor Available online 1981)
卷期:
Volume 6,
issue 1
页码: 57-72
ISSN:0090-9491
年代: 1981
DOI:10.1080/17442508108833191
出版商: Gordon and Breach Science Publishers Inc.
数据来源: Taylor
摘要:
The skew product representation of the Brownian-Bessel process is used in order to calculate certain semi-group densities and hitting distributions for Brownian motion in p+2 dimensions. The main analytical tool is Hankel's inversion theorem.
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