A first-passage-place problem for integrated diffusion processes (Q6198960)
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scientific article; zbMATH DE number 7808658
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A first-passage-place problem for integrated diffusion processes |
scientific article; zbMATH DE number 7808658 |
Statements
A first-passage-place problem for integrated diffusion processes (English)
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23 February 2024
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first-passage time
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Brownian motion
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Kolmogorov backward equation
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Laplace transform
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