The Wiener process between a reflecting and an absorbing barrier

DOI10.2307/3214896zbMath0755.60059OpenAlexW4238343012MaRDI QIDQ4021715

Wolfgang Schwarz

Publication date: 16 January 1993

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214896

zbMATH Keywords

spectral expansionWiener process between a reflecting and an absorbing barrier

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60)

Related Items (5)

Understanding the shape of the hazard rate: A process point of view. (With comments and a rejoinder). ⋮ Moments of the first passage time of one-dimensional diffusion with two-sided barriers ⋮ On the densities of certain bounded diffusion processes ⋮ Locking the Wiener Process to its Level-Crossing Time ⋮ ON THE CONVOLUTION OF INVERSE GAUSSIAN AND EXPONENTIAL RANDOM VARIABLES

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