Publié le : 2002-12-14
Classification:
The (inverse)first-passage problem,
Brownian motion,
a curve (nonlinear) boundary,
a first-passage time,
Markov process,
the ChapmanKolmogorov equation,
Volterra integral equation (of the first and second kind),
a system of nonlinear integral equations,
60J65,
45D05,
60J60,
45G15,
45G10,
45Q05,
45K05
@article{1181074930,
author = {Peskir, Goran},
title = {On Integral Equations Arising in the First-Passage Problem for Brownian Motion},
journal = {J. Integral Equations Appl.},
volume = {14},
number = {1},
year = {2002},
pages = { 397-423},
language = {en},
url = {http://dml.mathdoc.fr/item/1181074930}
}
Peskir, Goran. On Integral Equations Arising in the First-Passage Problem for Brownian Motion. J. Integral Equations Appl., Tome 14 (2002) no. 1, pp. 397-423. http://gdmltest.u-ga.fr/item/1181074930/