HITTING LINES and CIRCLES WITH DIFFUSION PROCESSES

DOI10.1111/J.1467-842X.1996.TB00677.XzbMath0902.60061OpenAlexW2095488598MaRDI QIDQ4354763

Richard Labib, Mario Lefebvre

Publication date: 17 November 1997

Published in: Australian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.1996.tb00677.x

zbMATH Keywords

diffusion processfirst passage time

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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