Brownian motion with quadratic killing and some implications
1986 ◽
Vol 23
(04)
◽
pp. 893-903
◽
Keyword(s):
Brownian motion subject to a quadratic killing rate and its connection with the Weibull distribution is analyzed. The distribution obtained for the process killing time significantly generalizes the Weibull. The derivation involves the use of the Karhunen–Loève expansion for Brownian motion, special function theory, and the calculus of residues.
Keyword(s):
Keyword(s):
1966 ◽
Vol 19
(2)
◽
pp. 125-138
◽
2006 ◽
Vol 93
(2)
◽
pp. 395-417
◽
Keyword(s):