Analysis of reflected diffusions via an exponential time-based transformation (Q310026)
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scientific article; zbMATH DE number 6624726
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of reflected diffusions via an exponential time-based transformation |
scientific article; zbMATH DE number 6624726 |
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Analysis of reflected diffusions via an exponential time-based transformation (English)
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7 September 2016
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conditional density
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first passage time
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Wiener process
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Ornstein-Uhlenbeck process
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Bessel process
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Rayleigh process
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