作者
Tomasz Byczkowski, J Małecki, Michal Ryznar
发表日期
2013/4
期刊
Potential Analysis
卷号
38
期号
3
页码范围
753-786
出版商
Springer Netherlands
简介
Let be the first hitting time of the point 1 by the Bessel process with index μ ∈ ℝ starting from x > 1. Using an integral formula for the density of , obtained in Byczkowski and Ryznar (Stud Math 173(1):19–38, 2006), we prove sharp estimates of the density of which exhibit the dependence both on time and space variables. Our result provides optimal uniform estimates for the density of the hitting time of the unit ball by the Brownian motion in ℝ n , which improve existing bounds. Another application is to provide sharp estimates for the Poisson kernel for half-spaces for hyperbolic Brownian motion in real hyperbolic spaces.
引用总数
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学术搜索中的文章
T Byczkowski, J Małecki, M Ryznar - Potential Analysis, 2013