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Advances in Stochastic Models for Reliability, Quality and Safety pp 197–210Cite as

Absorption Probabilities of a Brownian Motion in a Triangular Domain

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Abstract

The absorption probabilities of a two-dimensional Brownian motion with independent components in a triangular domain are evaluated for special parameter cases. They are obtained from a known random walk result.

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References

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Author information

Authors and Affiliations

  1. Otto-von-Guericke-Universität Madgeburg, Magdeburg, Germany

    Erik Zierke

Authors
  1. Erik Zierke
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Editor information

Editors and Affiliations

  1. Dept. of Mathematical Stochastics, Otto-von-Guericke-University Magdeburg, Box 4120, D-39016, Magdeburg, Germany

    Waltraud Kahle

  2. Dept. of Applied Mathematics, University of Würzburg, Sanderring 2, D-97070, Würzburg, Germany

    Elart von Collani

  3. Department of Mathematical Stochastics, Technical University Dresden, Zellescher Weg 12-14, D-01069, Dresden, Germany

    Jürgen Franz

  4. Department of Stochastics, University of Ulm, D-89069, Ulm, Germany

    Uwe Jensen

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© 1998 Birkhäuser Boston

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Zierke, E. (1998). Absorption Probabilities of a Brownian Motion in a Triangular Domain. In: Kahle, W., von Collani, E., Franz, J., Jensen, U. (eds) Advances in Stochastic Models for Reliability, Quality and Safety. Statistics for Industry and Technology. Birkhäuser Boston. https://doi.org/10.1007/978-1-4612-2234-7_14

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  • DOI: https://doi.org/10.1007/978-1-4612-2234-7_14

  • Publisher Name: Birkhäuser Boston

  • Print ISBN: 978-1-4612-7466-7

  • Online ISBN: 978-1-4612-2234-7

  • eBook Packages: Springer Book Archive

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