Laplace Transforms of the Brownian Motion’s First Exit from a Strip
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Publication:5154341
DOI10.7546/CRABS.2021.05.04zbMATH Open1488.60194OpenAlexW3168904824MaRDI QIDQ5154341
Publication date: 4 October 2021
Full work available at URL: https://doi.org/10.7546/crabs.2021.05.04
Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Laplace transform (44A10)
Related Items (2)
A result on the Laplace transform associated with the sticky Brownian motion on an interval ⋮ Laplace transforms related to excursions of a one-dimensional diffusion
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