AN INTEGRAL EQUATION FOR THE DISTRIBUTION OF THE FIRST EXIT TIME OF A REFLECTED BROWNIAN MOTION (Q5850999)
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scientific article; zbMATH DE number 5660746
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN INTEGRAL EQUATION FOR THE DISTRIBUTION OF THE FIRST EXIT TIME OF A REFLECTED BROWNIAN MOTION |
scientific article; zbMATH DE number 5660746 |
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AN INTEGRAL EQUATION FOR THE DISTRIBUTION OF THE FIRST EXIT TIME OF A REFLECTED BROWNIAN MOTION (English)
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21 January 2010
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reflected Brownian motion
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first passage time
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Volterra integral equation
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numerical methods
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