On the Moving Boundary Hitting Probability for the Brownian Motion
| Data(s) |
23/01/2014
23/01/2014
2007
|
|---|---|
| Resumo |
2000 Mathematics Subject Classification: 60J65. Consider the probability that the Brownian motion hits a moving two-sided boundary by a certain moment. In some special cases we find formulae for this probability. |
| Identificador |
Pliska Studia Mathematica Bulgarica, Vol. 18, No 1, (2007), 183p-194p 0204-9805 |
| Idioma(s) |
en |
| Publicador |
Institute of Mathematics and Informatics Bulgarian Academy of Sciences |
| Palavras-Chave | #Brownian motion #hitting time #Laplace transformation |
| Tipo |
Article |
