First-Passage Densities of a Two-Dimensional Process
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Publication:4730578
DOI10.1137/0149091zbMath0681.60084OpenAlexW2016466781MaRDI QIDQ4730578
Publication date: 1989
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0149091
Brownian motion (60J65) Optimal stochastic control (93E20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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