A randomized first-passage problem for drifted Brownian motion subject to hold and jump from a boundary

DOI10.1080/07362994.2015.1099047zbMath1335.60148arXiv1509.03448OpenAlexW2206072874MaRDI QIDQ2798169

Mario Abundo

Publication date: 1 April 2016

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.03448

zbMATH Keywords

random jumpsfirst-passage timeone-dimensional diffusiondrifted Brownian motionholding time

Mathematics Subject Classification ID

Cites Work

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