Exit identities for diffusion processes observed at Poisson arrival times (Q777097)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exit identities for diffusion processes observed at Poisson arrival times |
scientific article |
Statements
Exit identities for diffusion processes observed at Poisson arrival times (English)
0 references
3 July 2020
0 references
time-homogeneous diffusion process
0 references
exit problem
0 references
Poisson arrival time
0 references
Brownian motion
0 references
0 references
0 references
