Series solution to the first-passage-time problem of a Brownian motion with an exponential time-dependent drift

DOI10.1088/1751-8113/45/18/185001zbMath1246.60107arXiv1204.6280OpenAlexW2025222599MaRDI QIDQ2890740

Eugenio Urdapilleta

Publication date: 12 June 2012

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1204.6280

zbMATH Keywords

Fokker-Planck equationBrownian motionfirst passage time

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Brownian motion (60J65)

Related Items (2)

Analytical estimation for the impulse response of an n-dimensional diffusion channel with an absorbing receiver ⋮ Successive spike times predicted by a stochastic neuronal model with a variable input signal

This page was built for publication: Series solution to the first-passage-time problem of a Brownian motion with an exponential time-dependent drift