First-Passage Problems for Asymmetric Diffusions and Skew-diffusion Processes (Q5851887)
From MaRDI portal
scientific article; zbMATH DE number 5662631
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First-Passage Problems for Asymmetric Diffusions and Skew-diffusion Processes |
scientific article; zbMATH DE number 5662631 |
Statements
First-Passage Problems for Asymmetric Diffusions and Skew-diffusion Processes (English)
0 references
26 January 2010
0 references
one-dimensional diffusion process
0 references
asymmetric Wiener process
0 references
skew Brownian motion
0 references
skew diffusion process
0 references
0 references
