The analytic solutions of some boundary layer problems in the theory of Brownian motion (Q3772639)
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scientific article
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| English | The analytic solutions of some boundary layer problems in the theory of Brownian motion |
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The analytic solutions of some boundary layer problems in the theory of Brownian motion (English)
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1987
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Green function
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Ornstein-Uhlenbeck particle
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first passage times
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analytic calculation
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Albedo problem
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Milne problem
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0.7829368710517883
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0.7795439958572388
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0.7414962649345398
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0.7392038702964783
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