A randomized first-passage problem for drifted Brownian motion subject to hold and jump from a boundary (Q2798169)
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scientific article; zbMATH DE number 6562320
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A randomized first-passage problem for drifted Brownian motion subject to hold and jump from a boundary |
scientific article; zbMATH DE number 6562320 |
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A randomized first-passage problem for drifted Brownian motion subject to hold and jump from a boundary (English)
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1 April 2016
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drifted Brownian motion
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first-passage time
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one-dimensional diffusion
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random jumps
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holding time
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