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- W4254896543 abstract "We solve the Fokker-Planck equation for the Wiener process with drift in the presence of elastic boundaries and a fixed start point. An explicit expression is obtained for the first passage density. The cases with pure absorbing and/or reflecting barriers arise for a special choice of a parameter constellation. These special cases are compared with results in Darling and Siegert [5] and Sweet and Hardin [15]." @default.
- W4254896543 created "2022-05-12" @default.
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- W4254896543 date "1996-03-01" @default.
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- W4254896543 title "First passage time distribution of a Wiener process with drift concerning two elastic barriers" @default.
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- W4254896543 doi "https://doi.org/10.1017/s0021900200103821" @default.
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