2 citations · 3 across the 3 of their papers we have counts for
3 papers
math.PR2023
Brownian Hitting to Spheres
Yuji Hamana, Hiroyuki Matsumoto
Let be the sphere in $\bR^d$ whose center is the origin and the radius is , and be the first hitting time to it of the standard Brownian motion $\{B_t\}_{t\geq…
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…
math.PR2013★ 2 cited
Hitting times of Bessel processes, volume of Wiener sausages and zeros of Macdonald functions
Yuji Hamana, Hiroyuki Matsumoto
We derive formulae for some ratios of the Macdonald functions, which are simpler and easier to treat than known formulae. The result gives two applications in probability theory. O…