First passage densities and boundary crossing probabilities for diffusion processes (Q398798): Difference between revisions

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-Konstantin A. Borovkov
@@ Property / author: Konstantin A. Borovkov / rank @@
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+Konstantin A. Borovkov
@@ Property / author: Konstantin A. Borovkov / rank @@
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+MaRDI publication profile
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+W1974201502
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@@ Property / arXiv ID @@
+.3562
@@ Property / arXiv ID: 0708.3562 / rank @@
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@@ Property / cites work @@
+Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process<sup>1</sup>
+Normal rank
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+Asymptotics of hitting probabilities for general one-dimensional pinned diffusions
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+Diffusion processes with identical bridges
@@ Property / cites work: Diffusion processes with identical bridges / rank @@
+Normal rank
@@ Property / cites work @@
+Q3150773
@@ Property / cites work: Q3150773 / rank @@
+Normal rank
@@ Property / cites work @@
+Explicit Bounds for Approximation Rates of Boundary Crossing Probabilities for the Wiener Process
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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 @@
+Approximating the first crossing-time density for a curved boundary
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@@ Property / cites work @@
+Les fonctions aléatoires du type de Markoff associees à certaines équations linéaires aux dérivées partielles du type parabolique
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@@ Property / cites work @@
+On the evaluation of first-passage-time probability densities via non-singular integral equations
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@@ Property / cites work @@
+First-passage-time densities for time-non-homogeneous diffusion processes
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@@ Property / cites work @@
+Q4522401
@@ Property / cites work: Q4522401 / rank @@
+Normal rank
@@ Property / cites work @@
+Smooth first-passage densities for one-dimensional diffusions
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@@ Property / cites work @@
+Q3923359
@@ Property / cites work: Q3923359 / rank @@
+Normal rank
@@ Property / cites work @@
+Boundary crossing probability for Brownian motion
@@ Property / cites work: Boundary crossing probability for Brownian motion / rank @@
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@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank
@@ Property / cites work @@
+Smooth Transition Densities for One-Dimensional Diffusions
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@@ Property / cites work @@
+Crossing probabilities for diffusion processes with piecewise continuous boundaries
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@@ links / mardi / name / links / mardi / name @@
+Publication:398798