Biased movement at a boundary and conditional occupancy times for diffusion processes (Q4462689): Difference between revisions

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Revision as of 15:57, 5 March 2024

scientific article; zbMATH DE number 2066237
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English
Biased movement at a boundary and conditional occupancy times for diffusion processes
scientific article; zbMATH DE number 2066237

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    Biased movement at a boundary and conditional occupancy times for diffusion processes (English)
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    18 May 2004
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    Random walk
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    bias at boundary
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    diffusion approximation
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    hitting probability
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    exit time
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    conditional exit time
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