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Moments of the First-Passage Time of a Wiener Process with Drift between Two Elastic Barriers

✍ Scribed by Marco Dominé


Book ID
120991640
Publisher
Applied Probability Trust
Year
1995
Tongue
English
Weight
406 KB
Volume
32
Category
Article
ISSN
0021-9002

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📜 SIMILAR VOLUMES


Moments of the first-passage time for a
✍ B. Sahay; W. Lennox 📂 Article 📅 1974 🏛 Elsevier Science 🌐 English ⚖ 342 KB

The moments of the first-passage time of a narrow-band stochastic process produced by a linear oscillator excited by wide-band noise are presented for the case of a "safe" region defined by a circular barrier in the phase plane. As long as damping is small the moments produced will be approximately