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Maximum of<i>N</i>independent Brownian walkers till the first exit from the half-space - MaRDI portal

Maximum of<i>N</i>independent Brownian walkers till the first exit from the half-space (Q3583816)

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Maximum of<i>N</i>independent Brownian walkers till the first exit from the half-space
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    Maximum of<i>N</i>independent Brownian walkers till the first exit from the half-space (English)
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    18 August 2010
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    distributions: general theory
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    Laplace equation
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    reduced wave equation (Helmholtz)
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    Poisson equation)
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    Brownian motion
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