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WROCŁAW UNIVERSITY
OF SCIENCE AND
TECHNOLOGY

Contents of PMS, Vol. 11, Fasc. 2,
pages 179 - 192
 

HITTING TIME OF THE POSITIVE SEMI-AXIS FOR WIENER PROCESS IN R2

P. Szlenk

Abstract: The hitting time of a two - dimensional Wiener process is studied. A distribution of hitting time of the positive semi - axis in the plane as well as its Laplace transform is found

2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;

Key words and phrases: -

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