On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes.

Paavo Salminen Marc Yor

Published in: Period. Math. Hung. (2011)

Keyphrases

brownian motion
stochastic processes
stochastic process
optimal stopping
differential equations
optimal control
diffusion process
vector valued
random fields
queue length
heavy traffic
poisson process
stochastic differential equations
scale space
bayesian networks