Biased movement at a boundary and conditional occupancy times for diffusion processes (Q4462689)
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scientific article; zbMATH DE number 2066237
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| default for all languages | No label defined |
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| English | Biased movement at a boundary and conditional occupancy times for diffusion processes |
scientific article; zbMATH DE number 2066237 |
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Biased movement at a boundary and conditional occupancy times for diffusion processes (English)
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18 May 2004
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Random walk
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bias at boundary
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diffusion approximation
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hitting probability
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exit time
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conditional exit time
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0.8939814
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0.88997483
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0.88668233
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0.88496983
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0.87459636
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0.87029845
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0.86932063
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