Figure 1. The Simulated Process X(t) when a=0.5, b=0.02 and ε=0.02

From

The Moment Approximation of the First–Passage Time for the Birth–Death Diffusion Process with Immigraton to a Moving Linear Barrier

Basel M. Al-Eideh

American Journal of Applied Mathematics and Statistics. 2015, 3(5), 184-189 doi:10.12691/ajams-3-5-2