Integrated diffusion processes inside rectangles

MaRDI QIDQ1432035zbMATH OpenFDO

Authors Mario Lefebvre

Publication date 11 June 2004

Published in Boletín de la Sociedad Matemática Mexicana. Third Series (Search for Journal in Brave)

zbMATH Keywords

Brownian motionhitting placeKolmogorov equationSturm-Liouville equation

Mathematics Subject Classification ID

Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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Cited in

(4)

• First-passage problems for degenerate two-dimensional diffusion processes
• „ТЕПЛОВАЯ ДИФРАКЦИЯ" НА МНОГОУГОЛЬНИКЕ
• Hitting place probabilities for two-dimensional diffusion processes
• A first-passage problem for exponential integrated diffusion processes

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