First hitting time of Brownian motion on simple graph with skew semiaxes

DOI10.1007/S11009-021-09884-4zbMATH Open1504.60141OpenAlexW3182279838MaRDI QIDQ2157409FDOQ2157409

Authors: Angelos Dassios, Junyi Zhang 

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

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zbMATH Keywords

Brownian motionfirst hitting timeinverse Laplace transformsimple graphBromwich integral

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40)

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Cited In (1)

• Diffusion spiders: Green kernel, excessive functions and optimal stopping

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