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A General Theory of First-Passage Distributions in Transport and Multiplicative Processes
Author(s) -
J. E. Moyal
Publication year - 1966
Publication title -
journal of mathematical physics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.708
H-Index - 119
eISSN - 1089-7658
pISSN - 0022-2488
DOI - 10.1063/1.1704955
Subject(s) - multiplicative function , mathematics , random variable , probability theory , position (finance) , independent and identically distributed random variables , markov process , probability distribution , stochastic process , conditional probability , sequence (biology) , markov chain , limit (mathematics) , state (computer science) , statistical physics , mathematical analysis , physics , statistics , finance , algorithm , biology , economics , genetics

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