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 $x_{0}$. In this paper, we investigate the joint distribution functions and study on the distribution of the first-passage time. Also we find out the distribution of ${\mu}-RBMPx_{0}$.

Keywords