On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes (Q1945282)
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scientific article; zbMATH DE number 6151201
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| English | On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes |
scientific article; zbMATH DE number 6151201 |
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On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes (English)
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5 April 2013
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reflecting Brownian motion
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Bessel process
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hitting time
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linear boundary
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time reversal
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time inversion
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Brownian bridge
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Bessel bridge
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0.7946386337280273
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0.7859830260276794
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0.7827094197273254
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0.776377260684967
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0.7758197784423828
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