First Passage Problems for Asymmetric Wiener Processes
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Publication:5488997
DOI10.1239/jap/1143936251zbMath1099.60056MaRDI QIDQ5488997
Publication date: 25 September 2006
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.jap/1143936251
60J65: Brownian motion
60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)
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Cites Work