Approximate expected hitting times of certain state variables of physics and economics (Q1323691)
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scientific article; zbMATH DE number 580014
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate expected hitting times of certain state variables of physics and economics |
scientific article; zbMATH DE number 580014 |
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Approximate expected hitting times of certain state variables of physics and economics (English)
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28 August 1994
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stochastic differential equations
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two-barrier problem
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expectations of hitting
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asymptotic expansion
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hitting-time distribution
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Brownian motion
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