An estimate of the hitting probability in diffusion processes

DOI10.1080/0020739830140213zbMath0505.60072OpenAlexW1986837905MaRDI QIDQ4742098

Sarat Kumar Acharya, Mahendra Nath Mishra

Publication date: 1983

Published in: International Journal of Mathematical Education in Science and Technology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0020739830140213

zbMATH Keywords

hitting timeone-dimensional time-dependent Ito equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

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