Diffusion occupation time before exiting (Q2259237): Difference between revisions

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Property / author: Ying-qiu Li / rank
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Property / author: Xiao-Wen Zhou / rank
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Property / author: Ying-qiu Li / rank
 
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Property / author: Xiao-Wen Zhou / rank
 
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Property / full work available at URL: https://doi.org/10.1007/s11464-014-0402-6 / rank
 
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Property / OpenAlex ID: W1988640380 / rank
 
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Latest revision as of 19:03, 9 July 2024

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Diffusion occupation time before exiting
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    Diffusion occupation time before exiting (English)
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    27 February 2015
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    diffusion process
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    exit problem
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    occupation time
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    occupation density
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    Laplace transforms
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    Brownian motion with two-valued drift
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    skew Ornstein-Uhlenbeck process
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