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First Passage Time Densities through H\"older curves - MaRDI portal

First Passage Time Densities through H\"older curves (Q4580334)

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scientific article; zbMATH DE number 6917973
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First Passage Time Densities through H\"older curves
scientific article; zbMATH DE number 6917973

    Statements

    author
    Jimyeong Lee
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    publication date
    15 August 2018
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    zbMATH Keywords
    first passage time densities
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    Brownian motion
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    heat equation
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    arXiv classification
    math.AP
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    math-ph
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    math.MP
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    math.PR
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    Identifiers

    Mathematics Subject Classification ID
    60J65
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    35K05
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    35R35
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    zbMATH DE Number
    6917973
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    arXiv ID
    1607.04859
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