Problèmes de premier passage résolubles par la méthode de séparation des variables

DOI10.2307/3215292zbMATH Open0823.60069OpenAlexW2496045391MaRDI QIDQ4842812

Mario Lefebvre

Publication date: 8 October 1995

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

Full work available at URL: https://doi.org/10.2307/3215292

zbMATH Keywords

hitting timesseparation of variablesstandard Brownian motionbidimensional processesboundary of the stopping region

Mathematics Subject Classification ID

Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (1)

Sur le premier instant de passage de l'intégrale du mouvement brownien. (The first passage time for the integrated Brownian motion)

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