The analytic solutions of some boundary layer problems in the theory of Brownian motion
- 21 April 1987
- journal article
- Published by IOP Publishing in Journal of Physics A: General Physics
- Vol. 20 (6) , 1345-1354
- https://doi.org/10.1088/0305-4470/20/6/018
Abstract
The authors give analytic solutions of the generalised albedo and Milne problems for the Uhlenbeck-Ornstein process, and discuss the relation between these and the original Wang-Uhlenbeck (1945) problem of determining the distribution of first-passage times.Keywords
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