First hitting time of curvilinear boundary by Wiener process

DOI10.1214/AOP/1176993723zbMath0502.60063OpenAlexW2093204957MaRDI QIDQ1172885

Michael I. Taksar

Publication date: 1982

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993723

zbMATH Keywords

hypergeometric functionfirst hiting timesquare root boundary

Mathematics Subject Classification ID

Brownian motion (60J65)

Related Items (3)

Crossing an asymptotically square-root boundary by the Brownian motion ⋮ Minimizing or maximizing the first-passage time to a time-dependent boundary ⋮ On mean exit time from a curvilinear domain

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