Brownian first exit from and sojourn over one sided moving boundary and application

DOI10.1007/BF00535355zbMath0431.60080OpenAlexW81860784MaRDI QIDQ3868569

Kôhei Uchiyama

Publication date: 1980

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00535355

zbMATH Keywords

Brownian motionsojourn time distribution

Mathematics Subject Classification ID

Brownian motion (60J65)

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Cites Work

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• Probability bounds for first exists through moving boundaries
• Branching Brownian motion with absorption
• Nonlinear diffusion waveshapes generated by possibly finite initial disturbances
• The behavior of solutions of some non-linear diffusion equations for large time
• Recurrence times for the Ehrenfest model
• Elementary Solutions for Certain Parabolic Partial Differential Equations
• Application of brownian motion to the equation of kolmogorov-petrovskii-piskunov
• Maximal displacement of branching brownian motion

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