On the evaluation of first-passage-time probability densities via non-singular integral equations (Q3821380): Difference between revisions
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Latest revision as of 18:07, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the evaluation of first-passage-time probability densities via non-singular integral equations |
scientific article |
Statements
On the evaluation of first-passage-time probability densities via non-singular integral equations (English)
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1989
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first-passage-time
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Ornstein-Uhlenbeck processes
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reflecting boundary
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Wiener process with a reflecting boundary
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