Moments of the first-passage time of a Wiener process with drift between two elastic barriers (Q4866776)

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scientific article; zbMATH DE number 847696
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Moments of the first-passage time of a Wiener process with drift between two elastic barriers
scientific article; zbMATH DE number 847696

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    Moments of the first-passage time of a Wiener process with drift between two elastic barriers (English)
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    14 August 1996
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    Kolmogorov backward equation
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    elastic boundaries
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    reflection principle
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    absorption
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    first-passage time
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