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Hitting spheres from the exterior. (English) Zbl 0793.60093

Summary: By using an appropriate martingale, we compute the joint distribution of the hitting time and place of a sphere by \(d\)-dimensional Brownian motion, when the process starts outside the sphere.

MSC:

60J65 Brownian motion
60G40 Stopping times; optimal stopping problems; gambling theory
60G17 Sample path properties
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