Similarity solutions of first-passage problems for two-dimensional Wiener processes

DOI10.1016/0167-7152(95)00172-7zbMath0868.60067OpenAlexW2054325871MaRDI QIDQ1126102

Mario Lefebvre

Publication date: 8 December 1996

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00172-7

zbMATH Keywords

Brownian motionhitting timeKolmogorov equation

Mathematics Subject Classification ID

Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Cites Work

• Hitting spheres with Brownian motion
• A Probability Approach to the Heat Equation
• Some Theorems Concerning 2-Dimensional Brownian Motion
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