✦ LIBER ✦

The von Mises–Fisher distribution of the first exit point from the hypersphere of the drifted Brownian motion and the density of the first exit time

✍ Scribed by Gatto, Riccardo

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The First Exit Time of a Brownian Motion

✍ Dawei Lu; Lixin Song 📂 Article 📅 2010 🏛 Springer US 🌐 English ⚖ 501 KB

On the Distribution Function of the Time

✍ Zhitomirskii, I. S. 📂 Article 📅 1963 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 856 KB

The first passage time distribution of b

✍ L.K. Roy; M.T. Wasan 📂 Article 📅 1968 🏛 Elsevier Science 🌐 English ⚖ 478 KB

Some Explicit Distributions Related to t

✍ Aimé Lachal 📂 Article 📅 2006 🏛 Springer US 🌐 English ⚖ 150 KB

The influence of a power law drift on th

✍ Dante DeBlassie; Robert Smits 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 359 KB

The exit time of planar Brownian motion

✍ Markowsky, Greg 📂 Article 📅 2015 🏛 Elsevier Science 🌐 English ⚖ 341 KB