The Randomized First-Hitting Problem of Continuously Time-Changed Brownian Motion
Author:
Publisher
MDPI AG
Subject
General Mathematics,Engineering (miscellaneous),Computer Science (miscellaneous)
Link
http://www.mdpi.com/2227-7390/6/6/91/pdf
Reference18 articles.
1. Some randomized first-passage problems for one-dimensional diffusion processes;Abundo;Sci. Math. Jpn.,2013
2. An inverse first-passage problem for one-dimensional diffusions with random starting point
3. Continous Martingales and Brownian Motion;Revuz,1991
4. The First Passage Problem for a Continuous Markov Process
5. A note on first-passage times of continuously time-changed Brownian motion
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