Computation of the Survival Probability of Brownian Motion with Drift Subject to an Intermittent Step Barrier
This article provides an exact formula for the survival probability of Brownian motion with drift when the absorbing boundary is defined as an intermittent step barrier, i.e., an alternate sequence of time intervals when the boundary is piecewise constant, and time intervals without any defined boun...
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| Formaat: | Artigo |
| Taal: | Inglês |
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MDPI AG
2024-09-01
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| Reeks: | AppliedMath |
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| Online toegang: | https://www.mdpi.com/2673-9909/4/3/58 |
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