On the First-Passage Time of a Diffusion Process Over a One-Sided Stochastic Boundary (Q4795538)
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scientific article; zbMATH DE number 1873570
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the First-Passage Time of a Diffusion Process Over a One-Sided Stochastic Boundary |
scientific article; zbMATH DE number 1873570 |
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On the First-Passage Time of a Diffusion Process Over a One-Sided Stochastic Boundary (English)
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24 February 2003
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first-passage time
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stochastic boundary
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diffusion process
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Brownian motion
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