First-passage and first-exit times of a Bessel-like stochastic process

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 83, Issue 5, 2011, Pages

  Martin, Edgar ^a   Behn, Ulrich ^b   Germano, Guido ^a,c  

^a PHILIPPS UNIVERSITY MARBURG   (Germany)

^b UNIVERSITY OF LEIPZIG   (Germany)

^c UNIVERSITY OF EASTERN PIEDMONT   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

BESSEL PROCESS; DRIFT TERM; FIRST-PASSAGE; FIRST-PASSAGE TIME; LOGARITHMIC POTENTIALS; RANDOM WALK; RAYLEIGH; STOCHASTIC DIFFERENTIAL EQUATIONS; STOCHASTIC PROCESS; WIENER PROCESS;

DIFFERENTIAL EQUATIONS; ECONOMICS; PROBABILITY DENSITY FUNCTION; RANDOM PROCESSES;

STOCHASTIC SYSTEMS;

EID: 79961065943     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.83.051115     Document Type: Article

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