Similarity Solutions of Partial Differential Equations in Probability
نویسندگان
چکیده
منابع مشابه
Similarity Solutions of Partial Differential Equations in Probability
Two-dimensional diffusion processes are considered between concentric circles and in angular sectors. The aim of the paper is to compute the probability that the process will hit a given part of the boundary of the stopping region first. The appropriate partial differential equations are solved explicitly by using the method of similarity solutions and the method of separation of variables. Som...
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ژورنال
عنوان ژورنال: Journal of Probability and Statistics
سال: 2011
ISSN: 1687-952X,1687-9538
DOI: 10.1155/2011/689427