A Numerical Schemefor the Probability Density of the First Hitting Time for Some Random Processes
Departing from a general stochastic model for a moving boundary problem, we consider the density function of probability for the first passing time. It is well known that the distribution of this random variable satisfies a problem ruled by an advection–diffusion system for which very few solutions...
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| Format: | Article |
| Language: | English |
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MDPI AG
2020-11-01
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| Series: | Symmetry |
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| Online Access: | https://www.mdpi.com/2073-8994/12/11/1907 |