On the inverse of the first hitting time problem for bidimensional processes
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Publication:4364868
DOI10.2307/3215088zbMath0891.60081OpenAlexW2333663315MaRDI QIDQ4364868
Publication date: 7 July 1998
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3215088
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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