On first passage time problems of Brownian motion--The inverse method of images revisited
S Christensen, O Hallmann, M Klein - arXiv preprint arXiv:2404.16615, 2024 - arxiv.org
Let $ W $ be a standard Brownian motion with $ W_0= 0$ and let $ b\colon
[0,\infty)\to\mathbb {R} $ be a continuous function with $ b (0)> 0$. In this article, we look at …
[0,\infty)\to\mathbb {R} $ be a continuous function with $ b (0)> 0$. In this article, we look at …