First Hitting Time Distributions for Brownian Motion and Regions with Piecewise Linear Boundaries
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DOI: 10.1007/s11009-018-9638-z
Abstract: Explicit formulas for the first hitting time distributions for a standard Brownian motion and different regions including rectangular, triangle, quadrilateral and a region with piecewise linear boundaries are derived. Moreover, approximations to the first hitting… read more here.
Keywords: hitting time; linear boundaries; time distributions; brownian motion ... See more keywords