Exit identities for diffusion processes observed at Poisson arrival times (Q777097)
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scientific article; zbMATH DE number 7217602
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exit identities for diffusion processes observed at Poisson arrival times |
scientific article; zbMATH DE number 7217602 |
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Exit identities for diffusion processes observed at Poisson arrival times (English)
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3 July 2020
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time-homogeneous diffusion process
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exit problem
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Poisson arrival time
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Brownian motion
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