First hitting time of Brownian motion on simple graph with skew semiaxes
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Publication:2157409
DOI10.1007/s11009-021-09884-4zbMath1504.60141OpenAlexW3182279838MaRDI QIDQ2157409
Publication date: 28 July 2022
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-021-09884-4
Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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Cites Work
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