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Hitting Time and Place of Brownian Motion with Drift - MaRDI portal

Hitting Time and Place of Brownian Motion with Drift

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Publication:3192887

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DOI10.2174/1876527000901010038zbMath1322.60168OpenAlexW2059038176MaRDI QIDQ3192887

Chun-Wei Wang, Chuan-Cun Yin

Publication date: 14 October 2015

Published in: The Open Statistics & Probability Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2174/1876527000901010038

Mathematics Subject Classification ID

Brownian motion (60J65)

Related Items (2)

Hitting times to spheres of Brownian motions with and without drifts ⋮ Hitting times to spheres of Brownian motions with drifts starting from the origin

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