Brownian motion with quadratic killing and some implications-Reference-Cited by-同舟云学术

Brownian motion with quadratic killing and some implications

Published:1986-12 Issue:4 Volume:23 Page:893-903
ISSN:0021-9002
Container-title:Journal of Applied Probability
language:en
Short-container-title:Journal of Applied Probability

Author:

Wenocur Michael L.

Abstract

Brownian motion subject to a quadratic killing rate and its connection with the Weibull distribution is analyzed. The distribution obtained for the process killing time significantly generalizes the Weibull. The derivation involves the use of the Karhunen–Loève expansion for Brownian motion, special function theory, and the calculus of residues.

Publisher

Cambridge University Press (CUP)

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

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