A randomized first-passage problem for drifted Brownian motion subject to hold and jump from a boundary (Q2798169): Difference between revisions

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Latest revision as of 16:44, 11 July 2024

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A randomized first-passage problem for drifted Brownian motion subject to hold and jump from a boundary
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    A randomized first-passage problem for drifted Brownian motion subject to hold and jump from a boundary (English)
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    1 April 2016
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    drifted Brownian motion
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    first-passage time
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    one-dimensional diffusion
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    random jumps
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    holding time
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    Identifiers

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