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Property / full work available at URL: https://doi.org/10.1016/j.spa.2021.06.008 / rank
 
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Latest revision as of 13:42, 26 July 2024

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Brownian motion with a horizontal Bessel drift in a parabolic-type domain
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    Brownian motion with a horizontal Bessel drift in a parabolic-type domain (English)
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    3 September 2021
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    Brownian motion
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    Bessel process
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    Brownian motion with a drift
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    parabolic-type domains
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    exit time
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    stochastic comparison.
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