Limit at zero of the Brownian first-passage density (Q1849740)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Limit at zero of the Brownian first-passage density |
scientific article |
Statements
Limit at zero of the Brownian first-passage density (English)
0 references
1 December 2002
0 references
Brownian motion
0 references
curved nonlinear boundary
0 references
first-passage time
0 references
upper and lower function
0 references
integral equation
0 references
strong Markov property
0 references
Kolmogorov's test
0 references
reflection principle
0 references