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Brownian motion with a horizontal Bessel drift in a parabolic-type domain
Stochastic Processes and their Applications ( IF 1.1 ) Pub Date : 2021-06-22 , DOI: 10.1016/j.spa.2021.06.008
Haneen Alayed , Dante DeBlassie

We extend the results of Lifshits and Shi for Brownian motion in parabolic-type domains by including a Bessel drift in the horizontal direction.



中文翻译:

在抛物线型域中具有水平贝塞尔漂移的布朗运动

我们通过包括水平方向的贝塞尔漂移,扩展了 Lifshits 和 Shi 在抛物线型域中的布朗运动的结果。

更新日期:2021-07-04
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