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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