scientific article; zbMATH DE number 5029465

zbMath1100.60046MaRDI QIDQ5470653

A. N. Borodin

Publication date: 31 May 2006

Full work available at URL: https://eudml.org/doc/233024

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic differential equationBrownian motionjump processfirst exit time

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Generalized stochastic processes (60G20) Linear boundary value problems for ordinary differential equations (34B05)

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