First-passage-time distribution for variable-diffusion processes

DOI10.1007/s10955-017-1758-2zbMath1375.82087OpenAlexW2598662188MaRDI QIDQ2403241

Gemunu H. Gunaratne, Liberty Barney

Publication date: 8 September 2017

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10955-017-1758-2

zbMATH Keywords

stochastic processesinvestment horizonfirst-passage-time distributions

Mathematics Subject Classification ID

Brownian motion (60J65) Trade models (91B60) Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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