Brownian motion with quadratic killing and some implications

DOI10.2307/3214463zbMath0617.60082OpenAlexW4253218617MaRDI QIDQ4727160

Michael L. Wenocur

Publication date: 1986

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

Full work available at URL: https://doi.org/10.2307/3214463

zbMATH Keywords

reliability theorykilling timeKarhunen-Loève representation of Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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