Mean completion time for a randomly varying rate of work

DOI10.1080/07362994.2020.1861953zbMath1480.60148OpenAlexW3116085007MaRDI QIDQ3383681

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Publication date: 16 December 2021

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

Full work available at URL: https://doi.org/10.1080/07362994.2020.1861953

zbMATH Keywords

stochastic differential equationstochastic modelfirst exit time

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Ordinary differential equations and systems with randomness (34F05)

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