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The first exit time distribution for a stochastic process is the distribution of the times at which particles following this process cross a certain (often linear) barrier. It is often referred to also as hitting time. It is closely related to the probability density function p( x t , t) of a stochastic process x t over time t.

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First Exit Time Problem, The

  • 工具书词条

  • 发表日期：

    2025年

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  • Christos H. Skiadas,
  • Charilaos Skiadas

摘要

The first exit time distribution for a stochastic process is the distribution of the times at which particles following this process cross a certain (often linear) barrier. It is often referred to also as hitting time. It is closely related to the probability density function p( x t , t) of a stochastic process x t over time t.