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First passage time distribution of a Wiener process with drift concerning two elastic barriers - MaRDI portal

First passage time distribution of a Wiener process with drift concerning two elastic barriers (Q4877414)

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scientific article; zbMATH DE number 877721
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First passage time distribution of a Wiener process with drift concerning two elastic barriers
scientific article; zbMATH DE number 877721

    Statements

    First passage time distribution of a Wiener process with drift concerning two elastic barriers (English)
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    12 May 1996
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    Fokker-Planck equation
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    absorbing-reflecting barriers
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