𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Stochastic Processes for Bounded Noise

✍ Scribed by Giovanni Colombo; Paolo Dai Pra; Vlastimil Křivan; Ivo Vrkoč


Book ID
106168440
Publisher
Springer
Year
2003
Tongue
English
Weight
234 KB
Volume
16
Category
Article
ISSN
0932-4194

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


First passage time statistics for some s
✍ Jaume Masoliver; George H. Weiss 📂 Article 📅 1988 🏛 Elsevier Science 🌐 English ⚖ 482 KB

We present a method for finding statistical properties of the first passage time to exit an interval of general diffusion processes subject to random delta function impulses. Exact solutions are found for the mean first passage time for Brownian motion. Other special cases, detailed in the text, can