Brownian motion with a horizontal Bessel drift in a parabolic-type domain
type: Item
instance of: scholarly article
title: Brownian motion with a horizontal Bessel drift in a parabolic-type domain
zbMATH Open document ID: 1475.60152
author: Haneen Alayed
author: Dante de Blassie
published in: Stochastic Processes and their Applications
publication date: 2021-09-03T00:00:00Z
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 33C10
zbMATH DE Number: 7390670
zbMATH Keywords: Brownian motion
zbMATH Keywords: Bessel process
zbMATH Keywords: Brownian motion with a drift
zbMATH Keywords: parabolic-type domains
zbMATH Keywords: exit time
zbMATH Keywords: stochastic comparison.
MaRDI profile type: Publication
full work available at URL: j.spa.2021.06.008
OpenAlex ID: W3174188567
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DOI: 10.1016/J.SPA.2021.06.008
description: scientific article; zbMATH DE number 7390670