Mean first-passage times of Brownian motion and related problems
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Publication:5816518
DOI10.1098/RSPA.1952.0051zbMath0049.26203OpenAlexW2005930940MaRDI QIDQ5816518
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Publication date: 1952
Published in: Proceedings of the Royal Society of London. Series A. Mathematical and Physical Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1098/rspa.1952.0051
Related Items (4)
First-passage time statistics on surfaces of general shape: surface PDE solvers using generalized moving least squares (GMLS) ⋮ The inverse first passage time problem for killed Brownian motion ⋮ Observation time dependent mean first passage time of diffusion and subdiffusion processes ⋮ Escape times for rigid Brownian rotators in a bistable potential from the time evolution of the Green function and the characteristic time of the probability evolution
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