On the Distribution Density of the First Exit Point of a...

Theory of Probability & Its Applications 2001 / 01 Vol. 45; Iss. 3

On the Distribution Density of the First Exit Point of a Diffusion Process form a Small Neighborhood of Its Initial Position

Harlamov, B. P.
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Volume:
45
Language:
english
Journal:
Theory of Probability & Its Applications
DOI:
10.1137/s0040585x97978397
Date:
January, 2001
File:
PDF, 204 KB
english, 2001
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