The first exit time of one-dimensional Brownian motion
From MaRDI portal
Publication:2712678
zbMATH Open0971.60077MaRDI QIDQ2712678
Publication date: 11 November 2001
Published in: Journal of Qufu Normal University. Natural Science (Search for Journal in Brave)
Related Items (4)
The first passage time problem over a moving boundary for asymptotically stable Lévy processes ⋮ A short note on the mean exit time of the Brownian motion ⋮ From pseudorandom walk to pseudo-Brownian motion: first exit time from a one-sided or a two-sided interval ⋮ On the conditional expectation of the first exit time of Brownian motion
This page was built for publication: The first exit time of one-dimensional Brownian motion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2712678)