First-passage time of Markov processes to moving barriers

DOI10.2307/3213688zbMATH Open0551.60087OpenAlexW2107363162MaRDI QIDQ3344948FDOQ3344948

Authors: Henry C. Tuckwell, F. Y. M. Wan 

Publication date: 1984

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.591.6843

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zbMATH Keywords

Ornstein-Uhlenbeck processfirst-exit timemean first-passage timemoving barriersexponentially decaying barrier

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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