The hitting time density for a reflected Brownian motion
type: Item
instance of: scholarly article
title: The hitting time density for a reflected Brownian motion
zbMATH Open document ID: 1282.60080
author: Qin Hu
author: Xuewei Yang
author: Yongjin Wang
published in: Computational Economics
publication date: 2013-01-11T00:00:00Z
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 6124506
zbMATH Keywords: reflected Brownian motion
zbMATH Keywords: hitting time
zbMATH Keywords: distribution function
zbMATH Keywords: density function
zbMATH Keywords: spectral representation
zbMATH Keywords: bankrupt probability
zbMATH Keywords: defaultable bond
MaRDI profile type: Publication
full work available at URL: s10614-011-9264-0
OpenAlex ID: W3121347264
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DOI: 10.1007/S10614-011-9264-0
description: scientific article; zbMATH DE number 6124506