Limit at Zero of the First-Passage Time Density and the Inverse Problem for One-Dimensional Diffusions (Q3423709): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/07362990600958804 / rank
 
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Latest revision as of 13:39, 25 June 2024

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Limit at Zero of the First-Passage Time Density and the Inverse Problem for One-Dimensional Diffusions
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    Limit at Zero of the First-Passage Time Density and the Inverse Problem for One-Dimensional Diffusions (English)
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    15 February 2007
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    first-passage time
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    first-passage time problem
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    inverse first-passage time problem
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    moving boundary
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    Brownian motion
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    Feller diffusion
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    stochastic differential equation
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