Probability of Brownian Motion Hitting an Obstacle

DOI10.1137/S003613998346270zbMath0944.60083MaRDI QIDQ4943919

Joseph B. Keller, Charles Knessl

Publication date: 19 March 2000

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

Brownian motiondiffusion processes

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (1)

Extremal behavior of hitting a cone by correlated Brownian motion with drift

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