First hitting time distributions for Brownian motion and regions with piecewise linear boundaries
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Publication:1739356
DOI10.1007/S11009-018-9638-ZzbMath1411.60119OpenAlexW2799413410MaRDI QIDQ1739356
Publication date: 26 April 2019
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-018-9638-z
Brownian motion (60J65) Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
Related Items (2)
Reliability evaluation based on a dependent two-stage failure process with competing failures ⋮ Exact simulation for the first hitting time of Brownian motion and Brownian bridge
Cites Work
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