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arXiv · 1005.4098

On Schrödinger's equation, 3-dimensional Bessel bridges, and passage time problems

Gerardo Hernandez-del-Valle
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Abstract

In this work we relate the density of the first-passage time of a Wiener process to a moving boundary with the three dimensional Bessel bridge process and a solution of the heat equation with a moving boundary. We provide bounds.

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Gerardo Hernandez-del-Valle. 2010-05-21. On Schrödinger's equation, 3-dimensional Bessel bridges, and passage time problems. https://doi.org/10.3150/12-bej420

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