On the first hitting time and the last exit time for a Brownian motion to/from a moving boundary (Q3792015)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the first hitting time and the last exit time for a Brownian motion to/from a moving boundary |
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On the first hitting time and the last exit time for a Brownian motion to/from a moving boundary (English)
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1988
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Ornstein-Uhlenbeck process
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distributions of the first hitting time
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last exit time
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Cameron-Martin-Girsanov formula
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time reversal
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