Integrated Brownian motion, conditioned to be positive (Q1568286)
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scientific article; zbMATH DE number 1462551
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integrated Brownian motion, conditioned to be positive |
scientific article; zbMATH DE number 1462551 |
Statements
Integrated Brownian motion, conditioned to be positive (English)
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21 June 2000
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conditioning
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confluent hypergeometric functions
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hitting times
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integrated Brownian motion
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Kolmogorov diffusion
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stochastic differential equations
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