Diffusion occupation time before exiting (Q2259237)
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scientific article; zbMATH DE number 6409643
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Diffusion occupation time before exiting |
scientific article; zbMATH DE number 6409643 |
Statements
Diffusion occupation time before exiting (English)
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27 February 2015
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diffusion process
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exit problem
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occupation time
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occupation density
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Laplace transforms
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Brownian motion with two-valued drift
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skew Ornstein-Uhlenbeck process
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0.8648414015769958
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0.8025814890861511
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0.8005852699279785
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0.7986510396003723
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0.788972795009613
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