Moments of the first-passage time of a Wiener process with drift between two elastic barriers (Q4866776)
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scientific article; zbMATH DE number 847696
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moments of the first-passage time of a Wiener process with drift between two elastic barriers |
scientific article; zbMATH DE number 847696 |
Statements
Moments of the first-passage time of a Wiener process with drift between two elastic barriers (English)
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14 August 1996
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Kolmogorov backward equation
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elastic boundaries
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reflection principle
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absorption
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first-passage time
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