Open AccessOn the Brownian first-passage time over a one-sided stochastic boundary
Author(s) -
Goran Peškir,
Альберт Николаевич Ширяев,
Albert N. Shiryaev
Publication year - 1997
Publication title -
teoriâ veroâtnostej i ee primeneniâ
Language(s) - English
Resource type - Journals
eISSN - 2305-3151
pISSN - 0040-361X
DOI - 10.4213/tvp1956
Subject(s) - brownian motion , boundary (topology) , statistical physics , first hitting time model , mathematics , brownian excursion , diffusion process , geometric brownian motion , physics , mathematical analysis , computer science , statistics , knowledge management , innovation diffusion