{"title":"布朗运动的首过时间分布：两次意外之旅","authors":"Alain Mazzolo","doi":"10.1080/07362994.2024.2378327","DOIUrl":null,"url":null,"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...","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":"12 1","pages":""},"PeriodicalIF":0.8000,"publicationDate":"2024-08-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"First-passage time distribution of a Brownian motion: two unexpected journeys\",\"authors\":\"Alain Mazzolo\",\"doi\":\"10.1080/07362994.2024.2378327\",\"DOIUrl\":null,\"url\":null,\"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...\",\"PeriodicalId\":49474,\"journal\":{\"name\":\"Stochastic Analysis and Applications\",\"volume\":\"12 1\",\"pages\":\"\"},\"PeriodicalIF\":0.8000,\"publicationDate\":\"2024-08-04\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Stochastic Analysis and Applications\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1080/07362994.2024.2378327\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"MATHEMATICS, APPLIED\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastic Analysis and Applications","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/07362994.2024.2378327","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
引用次数: 0
摘要
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......
First-passage time distribution of a Brownian motion: two unexpected journeys
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...
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