Exit probability levels of diffusion processes (Q2964052)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exit probability levels of diffusion processes |
scientific article |
Statements
Exit probability levels of diffusion processes (English)
0 references
22 February 2017
0 references
diffusion processes
0 references
exit problem
0 references
stochastic differential equations
0 references
Brownian motion
0 references
Bessel process
0 references
0 references
0 references
0 references