The joint distributions of first hitting and last exit for Brownian motion
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Publication:1895520
zbMath0824.60086MaRDI QIDQ1895520
Publication date: 6 November 1995
Published in: Chinese Science Bulletin (Search for Journal in Brave)
Related Items (5)
Joint density of hitting time and point to an ellipse for Brownian motion ⋮ Moments and distributions of the last exit times for a class of Markov processes ⋮ The characterization of equilibrium potentials and last exit distributions for elliptic diffusion processes ⋮ Some properties of repeated hits after first explosion for birth and death processes ⋮ Joint distributions of first hitting time and first hitting location after explosion for birth and death processes.
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