First-passage time distribution of a Brownian motion: two unexpected journeys

IF 0.8 4区数学 Q3 MATHEMATICS, APPLIED

Stochastic Analysis and Applications Pub Date : 2024-08-04 DOI:10.1080/07362994.2024.2378327

Alain Mazzolo

引用次数: 0

Abstract

The distribution of the first-passage time (FPT) Ta for a Brownian particle with drift μ subject to hitting an absorber at a level a > 0 is well-known and given by its density γ(t)=a2πt3e−(a−μt)22t...

查看原文本刊更多论文

布朗运动的首过时间分布：两次意外之旅

漂移为 μ 的布朗粒子在水平 a > 0 时撞击吸收体，其第一次通过时间 (FPT) Ta 的分布是众所周知的，由其密度 γ(t)=a2πt3e-(a-μt)22t 给出......

本文章由计算机程序翻译，如有差异，请以英文原文为准。

求助全文

约1分钟内获得全文求助全文

来源期刊

Stochastic Analysis and Applications 数学-统计学与概率论

CiteScore

2.70

自引率

7.70%

发文量

审稿时长

6-12 weeks

期刊介绍： Stochastic Analysis and Applications presents the latest innovations in the field of stochastic theory and its practical applications, as well as the full range of related approaches to analyzing systems under random excitation. In addition, it is the only publication that offers the broad, detailed coverage necessary for the interfield and intrafield fertilization of new concepts and ideas, providing the scientific community with a unique and highly useful service.