First-passage time of Markov processes to moving barriers (Q3344948)
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scientific article; zbMATH DE number 3878126
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| default for all languages | No label defined |
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| English | First-passage time of Markov processes to moving barriers |
scientific article; zbMATH DE number 3878126 |
Statements
First-passage time of Markov processes to moving barriers (English)
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1984
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first-exit time
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mean first-passage time
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Ornstein-Uhlenbeck process
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exponentially decaying barrier
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moving barriers
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0.7997085452079773
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0.7983625531196594
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0.796694815158844
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0.7955265045166016
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