First Exit of Brownian Motion from a One-sided Moving Boundary (Q2840339): Difference between revisions
From MaRDI portal
Item:Q2840339
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1480286989 / rank | |||
Normal rank |
Revision as of 19:46, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | First Exit of Brownian Motion from a One-sided Moving Boundary |
scientific article |
Statements
First Exit of Brownian Motion from a One-sided Moving Boundary (English)
0 references
18 July 2013
0 references
Brownian motion
0 references
Bessel process
0 references
moving boundary
0 references
first exit time
0 references
one-sided exit problem
0 references