Diffusion occupation time before exiting (Q2259237)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Diffusion occupation time before exiting |
scientific article |
Statements
Diffusion occupation time before exiting (English)
0 references
27 February 2015
0 references
diffusion process
0 references
exit problem
0 references
occupation time
0 references
occupation density
0 references
Laplace transforms
0 references
Brownian motion with two-valued drift
0 references
skew Ornstein-Uhlenbeck process
0 references
0 references
0 references