210 citations · 240 across the 10 of their papers we have counts for
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math.PR2015
A formula for the expected volume of the Wiener sausage with constant drift
Yuji Hamana, Hiroyuki Matsumoto
We consider the Wiener sausage for a Brownian motion with a constant drift up to time associated with a closed ball. In the two or more dimensional cases, we obtain the explici…
math.PR2015★ 1 cited
Hitting times to spheres of Brownian motions with and without drifts
Yuji Hamana, Hiroyuki Matsumoto
Explicit formulae for the densities of the first hitting times to the sphere of Brownian motions with drifts are given. We need to consider the joint distributions of the first hit…