Brownian motion with a horizontal Bessel drift in a parabolic-type domain (Q1979903)

From MaRDI portal





scientific article; zbMATH DE number 7390670
Language Label Description Also known as
default for all languages
No label defined
    English
    Brownian motion with a horizontal Bessel drift in a parabolic-type domain
    scientific article; zbMATH DE number 7390670

      Statements

      Brownian motion with a horizontal Bessel drift in a parabolic-type domain (English)
      0 references
      0 references
      0 references
      3 September 2021
      0 references
      Brownian motion
      0 references
      Bessel process
      0 references
      Brownian motion with a drift
      0 references
      parabolic-type domains
      0 references
      exit time
      0 references
      stochastic comparison.
      0 references

      Identifiers