First passage time distribution of a Wiener process with drift concerning two elastic barriers
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Publication:4877414
DOI10.2307/3215274zbMath0867.60023OpenAlexW2095561390MaRDI QIDQ4877414
Publication date: 12 May 1996
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3215274
Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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