Re: brownian motion
- From: "G. A. Edgar" <edgar@xxxxxxxxxxxxxxxxxxxxxxxxxxx>
- Date: Tue, 16 May 2006 08:02:33 -0400
On 15 May 2006 17:36:42 -0700, "Fedor" <malabar_carotte@xxxxxxxxx>
wrote:
Hi all,
I have a question about brownian motion in R^n. Suppose that B_t(w)
is a brownian motion that starts from the origine and T(w) is the first
time that t->B_t(w) touches the unit sphere. What is the law of T ? I
can only do this for n=1 but I can't generalize for higher dimension
:-(
In article <lrbj625ar98f3n1h9mp2eccs2eheh1vkd3@xxxxxxx>, David C.
Ullrich <ullrich@xxxxxxxxxxxxxxxx> wrote:
It's a unformly distributed measure on the sphere (ie
rotation-invariant).
Not responsive. B_T is uniformly distributed, yes. But the question
was: "what is the law of T ?"
--
G. A. Edgar http://www.math.ohio-state.edu/~edgar/
.
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- From: Fedor
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