First Exit of Brownian Motion from a One-sided Moving Boundary (Q2840339): Difference between revisions

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scientific article; zbMATH DE number 6189127

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scientific article; zbMATH DE number 6189127
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First Exit of Brownian Motion from a One-sided Moving Boundary
scientific article; zbMATH DE number 6189127

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    First Exit of Brownian Motion from a One-sided Moving Boundary (English)
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    18 July 2013
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    Brownian motion
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    Bessel process
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    moving boundary
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    first exit time
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    one-sided exit problem
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