A one-dimensional diffusion hits points fast
Bruggeman, Cameron; and Ruf, Johannes
(2016)
A one-dimensional diffusion hits points fast.
Electronic Communications in Probability, 21 (22).
pp. 1-7.
ISSN 1083-589X
| Item Type | Article |
|---|---|
| Keywords | diffusion; hitting time; support |
| Departments | Mathematics |
| DOI | 10.1214/16-ECP4544 |
| Date Deposited | 11 Oct 2017 09:37 |
| URI | https://researchonline.lse.ac.uk/id/eprint/84576 |
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ORCID: https://orcid.org/0000-0003-3616-2194