The Randomized First-Hitting Problem of Continuously Time-Changed Brownian Motion
Let X ( t ) be a continuously time-changed Brownian motion starting from a random position η , S ( t ) a given continuous, increasing boundary, with S ( 0 ) ≥ 0 , P ( η ≥ S ( 0 ) ) = 1 , and F an assigned distribution function. We study the inve...
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| Format: | Article |
| Language: | English |
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MDPI AG
2018-05-01
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| Series: | Mathematics |
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| Online Access: | http://www.mdpi.com/2227-7390/6/6/91 |