Timeline for Brownian motion in $n$ dimensions
Current License: CC BY-SA 3.0
7 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Dec 9, 2015 at 16:38 | comment | added | Serguei Popov | Probably yes, should be the starting point. But I'm travelling now, have no access to the book. | |
| Dec 9, 2015 at 11:29 | comment | added | SMS | @SergueiPopov I will do that, thanks! One quick question, if I may: what does the $x$ in the expression $\mathbb{P}_x(\sup_{0 \leq s \leq t} R^{(n)}_s \geq y)$ denote? Does it mean that the particle starts at the point $x$? | |
| Dec 2, 2015 at 21:31 | comment | added | Serguei Popov | I think it would be better to ask that to Borodin or Salminen :) | |
| Dec 2, 2015 at 20:37 | comment | added | SMS | @SergueiPopov Very nice! I am very interested in learning more. Could you shed a little light on how one could prove this formula? | |
| Nov 6, 2015 at 10:45 | vote | accept | user82390 | ||
| Nov 5, 2015 at 13:31 | comment | added | Steve Huntsman | A more general case is discussed here: mathoverflow.net/a/96719/1847 | |
| Nov 5, 2015 at 12:33 | history | answered | Serguei Popov | CC BY-SA 3.0 |