Series solution to the first-passage-time problem of a...

Journal of Physics A Mathematical and Theoretical 2012 / 05 Vol. 45; Iss. 18

Series solution to the first-passage-time problem of a Brownian motion with an exponential time-dependent drift

Urdapilleta, Eugenio
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Volume:
45
Language:
english
Journal:
Journal of Physics A: Mathematical and Theoretical
DOI:
10.1088/1751-8113/45/18/185001
Date:
May, 2012
File:
PDF, 714 KB
english, 2012
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