Brownian motion with a horizontal Bessel drift in a parabolic-type domain (Q1979903)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Brownian motion with a horizontal Bessel drift in a parabolic-type domain |
scientific article |
Statements
Brownian motion with a horizontal Bessel drift in a parabolic-type domain (English)
0 references
3 September 2021
0 references
Brownian motion
0 references
Bessel process
0 references
Brownian motion with a drift
0 references
parabolic-type domains
0 references
exit time
0 references
stochastic comparison.
0 references
