fptdApprox (Q18507): Difference between revisions
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Property / maintained by: Juan J. Serrano-pérez / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 2.0 / rank | |||||||||||||||
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Property / Software Heritage ID: swh:1:snp:5d6b8e572bca3ed674e172fbc3884418325dc5b2 / rank | |||||||||||||||
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publication date: 9 April 2010
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publication date: 5 October 2011
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publication date: 30 November 2012
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publication date: 27 December 2013
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publication date: 25 August 2015
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publication date: 28 February 2020
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publication date: 7 July 2022
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publication date: 29 October 2023
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Property / described by source: An R package for an efficient approximation of first-passage-time densities for diffusion processes based on the FPTL function / rank | |||||||||||||||
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29 October 2023
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Property / last update: 29 October 2023 / rank | |||||||||||||||
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Property / maintained by: Juan J. Serrano-Perez / rank | |||||||||||||||
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Efficient approximation of first passage time densities for diffusion processes based on the First Passage Time Location (FPTL) function. | |||||||||||||||
Property / description: Efficient approximation of first passage time densities for diffusion processes based on the First Passage Time Location (FPTL) function. / rank | |||||||||||||||
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Property / author: Patricia Roman-Roman / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 2.0 / rank | |||||||||||||||
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Property / MaRDI profile type: MaRDI software profile / rank | |||||||||||||||
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Latest revision as of 20:07, 5 March 2024
Approximation of First-Passage-Time Densities for Diffusion Processes
Language | Label | Description | Also known as |
---|---|---|---|
English | fptdApprox |
Approximation of First-Passage-Time Densities for Diffusion Processes |
Statements
29 October 2023
0 references
Efficient approximation of first passage time densities for diffusion processes based on the First Passage Time Location (FPTL) function.
0 references