Journal of the Korean Data and Information Science Society
- Volume 7 Issue 1
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- Pages.69-78
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- 1996
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- 1598-9402(pISSN)
A Distribution for Regulated ${\mu}-Brownian$ Motion Process with Control Barrier at $x_{0}$
- Park, Young-Sool (Department of Computer Science & Statistics, Kwan-Dong University)
- Published : 1996.05.30
Abstract
Consider a natural model for stochastic flow systems is Brownian motion, which is Brownian motion on the positive real line with constant drift and constant diffusion coefficient, modified by an impenetrable reflecting barrier at
Keywords
- Brownian motion process;
- first-passage time;
- ${\mu}-BMP$;
- reflection principle;
- Radon-Nikodym derivative;
- ${\mu}-RBMPx_{0}$