%0 Generic %1 uchiyama2010dischitting %A Uchiyama, Kohei %D 2010 %K Brownian_motion hitting_distribution hitting_times %T Asymptotic estimates of the distribution of Brownian hitting time of a disc %U http://arxiv.org/abs/1007.4633 %X The distribution of the first hitting time of a disc for the standard two dimensional Brownian motion is computed. By investigating the inversion integral of its Laplace transform we give fairy detailed asymptotic estimates of its density valid uniformly with respect to the point where the Brownian motion starts from.

@misc{uchiyama2010dischitting, abstract = { The distribution of the first hitting time of a disc for the standard two dimensional Brownian motion is computed. By investigating the inversion integral of its Laplace transform we give fairy detailed asymptotic estimates of its density valid uniformly with respect to the point where the Brownian motion starts from. }, added-at = {2010-07-29T20:11:26.000+0200}, author = {Uchiyama, Kohei}, biburl = {https://www.bibsonomy.org/bibtex/2f9250c3f3be38f27f24688a74261961a/peter.ralph}, description = {[1007.4633] Asymptotic estimates of the distribution of Brownian hitting time of a disc}, interhash = {a0da69f33dae7eee921a6993bd5192ea}, intrahash = {f9250c3f3be38f27f24688a74261961a}, keywords = {Brownian_motion hitting_distribution hitting_times}, note = {cite arxiv:1007.4633 Comment: To appear in J. Theor. Probab}, timestamp = {2010-07-29T20:11:26.000+0200}, title = {Asymptotic estimates of the distribution of Brownian hitting time of a disc}, url = {http://arxiv.org/abs/1007.4633}, year = 2010 }