Simulation of first-passage times for alternating Brownian motions (Q812973): Difference between revisions

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+Antonio Di Crescenzo
@@ Property / author: Antonio Di Crescenzo / rank @@
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+Elvira di Nardo
@@ Property / author: Elvira di Nardo / rank @@
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@@ Property / author @@
+Luigi M. Ricciardi
@@ Property / author: Luigi M. Ricciardi / rank @@
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+MaRDI publication profile
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+W1972535858
@@ Property / OpenAlex ID: W1972535858 / rank @@
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@@ Property / arXiv ID @@
+.11578
@@ Property / arXiv ID: 2101.11578 / rank @@
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@@ Property / cites work @@
+A new integral equation for the evaluation of first-passage-time probability densities
+Normal rank
@@ Property / cites work @@
+A computational approach to first-passage-time problems for Gauss–Markov processes
+Normal rank
@@ Property / cites work @@
+On the evaluation of first-passage-time probability densities via non-singular integral equations
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@@ Property / cites work @@
+Telecommunication traffic, queueing models, and subexponential distributions
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@@ Property / cites work @@
+Q3959169
@@ Property / cites work: Q3959169 / rank @@
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@@ Property / cites work @@
+Generating Random Variates Using Transformations with Multiple Roots
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@@ Property / cites work @@
+Large deviations of heavy-tailed sums with applications in insurance
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@@ Property / cites work @@
+Q4704751
@@ Property / cites work: Q4704751 / rank @@
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@@ Property / cites work @@
+Q3993079
@@ Property / cites work: Q3993079 / rank @@
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+Q4301147
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+Q4727203
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