On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes (Q1945282): Difference between revisions

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Property / author: Paavo H. Salminen / rank
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Latest revision as of 08:48, 6 July 2024

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On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes
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    On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes (English)
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    5 April 2013
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    reflecting Brownian motion
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    Bessel process
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    hitting time
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    linear boundary
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    time reversal
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    time inversion
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    Brownian bridge
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    Bessel bridge
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