scientific article; zbMATH DE number 5038530

zbMath1101.35082MaRDI QIDQ5477443

Mario Lefebvre

Publication date: 3 July 2006

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Brownian motionsimilarity solutionsKolmogorov backward equation

Mathematics Subject Classification ID

Diffusion processes (60J60) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (5)

Maximizing the expected remaining useful lifetime of a weakly controlled device ⋮ First-passage problems for diffusion processes with state-dependent jumps ⋮ Exact solution to a first-passage problem for an Ornstein-Uhlenbeck process with jumps and its integral ⋮ Moments of first-passage places for jump-diffusion processes ⋮ Exit probability for an integrated geometric Brownian motion

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