First passage time distribution of a Wiener process with drift concerning two elastic barriers (Q4877414)
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scientific article; zbMATH DE number 877721
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| English | First passage time distribution of a Wiener process with drift concerning two elastic barriers |
scientific article; zbMATH DE number 877721 |
Statements
First passage time distribution of a Wiener process with drift concerning two elastic barriers (English)
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12 May 1996
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Fokker-Planck equation
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absorbing-reflecting barriers
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0.8683966994285583
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0.7643385529518127
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