Moments of the first-passage time of a Wiener process with drift between two elastic barriers (Q4866776)
From MaRDI portal
scientific article; zbMATH DE number 847696
Language | Label | Description | Also known as |
---|---|---|---|
English | Moments of the first-passage time of a Wiener process with drift between two elastic barriers |
scientific article; zbMATH DE number 847696 |
Statements
Moments of the first-passage time of a Wiener process with drift between two elastic barriers (English)
0 references
14 August 1996
0 references
Kolmogorov backward equation
0 references
elastic boundaries
0 references
reflection principle
0 references
absorption
0 references
first-passage time
0 references