Abstract
Consider a Wiener process on a circle of circumference . We prove the rather surprising result that the Laplace transform of the distribution of the first time, , when the Wiener process has visited every point of the circle can be solved in closed form using a continuous recurrence approach.
Connections
Explore this paper’s authors, topics and related work.
Building this map preview
BZPEER is loading the nearby papers, people, topics and institutions for this page.
Reviews 0
Write a review
No reviews yet.
Discussion 0
Add a comment
No comments yet.