K. Uchiyama

activity

20102021

most citedAsymptotics of the densities of the first passage time distributions for Bessel diffusions

7 citations · 22 across the 17 of their papers we have counts for

collaborators

Showing 2014Show all

2 papers · 1 filter

math.PR2014★ 2 cited

Brownian hitting distributions in space-time of bounded sets and the expected volume of Wiener sausage for Brownian bridges

Kohei Uchiyama

The space-time distribution, $Q_{A} (x, d t d ξ)$ say, of Brownian hitting of a bounded Borel set $A$ of the $d$ -dimensional Euclidian space is studied. We derive the asymptotic form of…

math.PR2014

Density of space-time distribution of Brownian first hitting of a disc and a ball

Kohei Uchiyama

We compute the joint distribution of the site and the time at which a $d$ -dimensional standard Brownian motion $B_{t}$ hits the surface of the ball $U (a) = {∣ x ∣ < a}$ for the f…