The hitting time density for a reflected Brownian motion (Q1930395)
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scientific article; zbMATH DE number 6124506
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The hitting time density for a reflected Brownian motion |
scientific article; zbMATH DE number 6124506 |
Statements
The hitting time density for a reflected Brownian motion (English)
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11 January 2013
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reflected Brownian motion
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hitting time
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distribution function
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density function
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spectral representation
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bankrupt probability
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defaultable bond
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