Hitting time of a corner for a reflected diffusion in the square
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Publication:731709
DOI10.1214/07-AIHP128zbMath1180.60035OpenAlexW1963696677MaRDI QIDQ731709
Publication date: 8 October 2009
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/77998
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stopping times; optimal stopping problems; gambling theory (60G40) Distributed algorithms (68W15)
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Cites Work
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