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Hitting parabolas and exponential curves with diffusion processes - MaRDI portal

Hitting parabolas and exponential curves with diffusion processes

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Publication:1403738

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zbMATH Open1023.60067MaRDI QIDQ1403738

Mario Lefebvre

Publication date: 3 September 2003

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

zbMATH Keywords

similarity solutions hitting time Kolmogorov equation

Mathematics Subject Classification ID

Diffusion processes (60J60)

Related Items (1)

Hitting properties of parabolic s.p.d.e.'s with reflection.

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