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An estimate of the hitting probability in diffusion processes

 

作者: M. N. Mishra,   S. K. Acharya,  

 

期刊: International Journal of Mathematical Education in Science and Technology  (Taylor Available online 1983)
卷期: Volume 14, issue 2  

页码: 233-236

 

ISSN:0020-739X

 

年代: 1983

 

DOI:10.1080/0020739830140213

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

Let ξ(t) be a solution of the one‐dimensional, time‐dependent Ito stochastic differential equation with initial condition ξ(0) = x0, where α ≤xo ≤β.

 

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