Approximate expected hitting times of certain state variables of physics and economics
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Publication:1323691
DOI10.1016/0307-904X(93)90068-RzbMath0794.60058OpenAlexW2079902609MaRDI QIDQ1323691
Publication date: 28 August 1994
Published in: Applied Mathematical Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0307-904x(93)90068-r
asymptotic expansionBrownian motionstochastic differential equationsexpectations of hittinghitting-time distributiontwo-barrier problem
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