First Passage Time of Skew Brownian Motion (Q3165487)

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First Passage Time of Skew Brownian Motion
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    title
    First Passage Time of Skew Brownian Motion (English)
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    author
    Daniel R. Sheldon
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    publication date
    29 October 2012
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    Mathematics Subject Classification ID
    60J65
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    60G99
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    60H99
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    zbMATH DE Number
    6099428
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    zbMATH Keywords
    skew Brownian motion
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    ranked excursion height
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    first passage time
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