First passage time distribution of a Wiener process with drift concerning two elastic barriers (Q4877414)
From MaRDI portal
scientific article; zbMATH DE number 877721
Language | Label | Description | Also known as |
---|---|---|---|
English | First passage time distribution of a Wiener process with drift concerning two elastic barriers |
scientific article; zbMATH DE number 877721 |
Statements
First passage time distribution of a Wiener process with drift concerning two elastic barriers (English)
0 references
12 May 1996
0 references
Fokker-Planck equation
0 references
absorbing-reflecting barriers
0 references