The Kolmogorov equation for a plane barrier problem

DOI10.1007/BF00537525zbMath0398.60079OpenAlexW1546350791MaRDI QIDQ4181757

E. M. Canana

Publication date: 1979

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00537525

zbMATH Keywords

Kolmogorov EquationPlane Barrier Problem

Mathematics Subject Classification ID

Brownian motion (60J65)

Related Items (1)

The Kolmogorov equation for a plane barrier problem

Cites Work

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• Martingales and stochastic integrals for processes with a multi-dimensional parameter
• The vibrating string forced by white noise

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