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Volumn 46, Issue 6, 2007, Pages 1542-1561

Outflow probability for drift-diffusion dynamics

Author keywords

Boundary value problem; Markov process; Stochastic analysis

Indexed keywords


EID: 34347230137     PISSN: 00207748     EISSN: 15729575     Source Type: Journal    
DOI: 10.1007/s10773-006-9291-0     Document Type: Article
Times cited : (5)

References (10)
  • 1
    • 37649032120 scopus 로고    scopus 로고
    • Evolution of escape processes with a time-varying load
    • Choi, M. H. and Fox, R. F. (2002). Evolution of escape processes with a time-varying load. Physical Review E 66, 031103.
    • (2002) Physical Review E , vol.66 , pp. 031103
    • Choi, M.H.1    Fox, R.F.2
  • 2
    • 0035333535 scopus 로고    scopus 로고
    • Rectified Brownian motion and kinesin motion along microtubules
    • Fox, R. F. and Choi, M. H. (2001). Rectified Brownian motion and kinesin motion along microtubules. Physical Review E 63, 051901.
    • (2001) Physical Review E , vol.63 , pp. 051901
    • Fox, R.F.1    Choi, M.H.2
  • 4
    • 22244442733 scopus 로고    scopus 로고
    • On the transition densities for reflected diffusions
    • Linetsky, V. (2005). On the transition densities for reflected diffusions. Advances in Applied Probability 37, 435-460.
    • (2005) Advances in Applied Probability , vol.37 , pp. 435-460
    • Linetsky, V.1
  • 5
    • 3242772148 scopus 로고    scopus 로고
    • The spectral representation of Bessel processes with constant drift: Applications in queueing and finance
    • Linetsky, V. (2004). The spectral representation of Bessel processes with constant drift: Applications in queueing and finance. Journal of Applied Probability 41, 327-344.
    • (2004) Journal of Applied Probability , vol.41 , pp. 327-344
    • Linetsky, V.1
  • 6
  • 10
    • 33947616613 scopus 로고    scopus 로고
    • American Mathematical Society, Providence
    • Zettl, A. (2005). Sturm-Liouville Theory, American Mathematical Society, Providence.
    • (2005) Sturm-Liouville Theory
    • Zettl, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.