On the first exit time of geometric Brownian motion from stochastic exponential boundaries (Q1794706): Difference between revisions

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Revision as of 21:15, 16 July 2024

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On the first exit time of geometric Brownian motion from stochastic exponential boundaries
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    On the first exit time of geometric Brownian motion from stochastic exponential boundaries (English)
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    15 October 2018
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    Brownian motion
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    boundary crossing probability
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    first passage time probability
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    stochastic boundary
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    linear parabolic equation
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    heat equation
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