Article ID Journal Published Year Pages File Type
9495479 Journal of Functional Analysis 2005 15 Pages PDF
Abstract
Let K be a compact, non-polar set in Euclidean space Rm(m⩾3) and let TK be the first hitting time of K by a Brownian motion. We obtain the leading asymptotic behaviour as t→∞ of ∫Rmdx(Px[TK0 is a constant.
Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory
Authors
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