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Laplace Transforms of the Brownian Motion’s First Exit from a Strip - MaRDI portal

Laplace Transforms of the Brownian Motion’s First Exit from a Strip (Q5154341)

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scientific article; zbMATH DE number 7406144
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English
Laplace Transforms of the Brownian Motion’s First Exit from a Strip
scientific article; zbMATH DE number 7406144

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    Laplace Transforms of the Brownian Motion’s First Exit from a Strip (English)
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    4 October 2021
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    Brownian motion
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    stopping times
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    first exit
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    two sided boundaries
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    Laplace transform
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