A note on first passage times in birth and death and nonnegative diffusion processes
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Publication:3038352
DOI10.1002/nav.3800300209zbMath0525.60091OpenAlexW1972144909MaRDI QIDQ3038352
C. Derman, Sheldon M. Ross, Zvi Schechner
Publication date: 1983
Published in: Naval Research Logistics Quarterly (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/nav.3800300209
Diffusion processes (60J60) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)
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