The arctangent law for a certain random time related to one-dimensional diffusions (Q4607795)
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scientific article; zbMATH DE number 6850134
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| English | The arctangent law for a certain random time related to one-dimensional diffusions |
scientific article; zbMATH DE number 6850134 |
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The arctangent law for a certain random time related to one-dimensional diffusions (English)
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14 March 2018
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one-dimensional diffusion
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first-passage time
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maximum value in an interval
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0.8078204989433289
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0.7791992425918579
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0.7745276689529419
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0.7724440097808838
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