One-Dimensional Reflected Diffusions with Two Boundaries and an Inverse First-Hitting Problem (Q2937462): Difference between revisions

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+Transient behavior of regulated Brownian motion, I: Starting at the origin
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+Transient behavior of regulated Brownian motion, II: Non-zero initial conditions
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+The double-barrier inverse first-passage problem for Wiener process with random starting point
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+An inverse first-passage problem for one-dimensional diffusions with random starting point
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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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+On the first hitting time of a one-dimensional diffusion and a compound Poisson process
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+On the First-Passage Time of a Diffusion Process Over a One-Sided Stochastic Boundary
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+Some conditional crossing results of Brownian motion over a piecewise-linear boundary
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+On first–crossing times of one–dimensional diffusions over two time–dependent boundaries
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+Detecting mean reversion within reflecting barriers: application to the European Exchange Rate Mechanism
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+The first passage time and the dividend value function for one-dimensional diffusion processes between two reflecting barriers
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+The First Passage Problem for a Continuous Markov Process
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+On the M/M/1 queue with catastrophes and its continuous approximation
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+Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov-Smirnov test
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+Randomization in the first hitting time problem
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+Q4076577
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+The effect of a random initial value in neural first-passage-time models
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+On the first passage times of reflected O-U processes with two-sided barriers
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+On the transition densities for reflected diffusions
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+Lookback options and diffusion hitting times: a spectral expansion approach
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+Stochastic differential equations with reflecting boundary conditions
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+The hitting time density for a reflected Brownian motion
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+On the probability densities of an Ornstein–Uhlenbeck process with a reflecting boundary
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+On the first hitting time and the last exit time for a Brownian motion to/from a moving boundary
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+Properties of the reflected Ornstein-Uhlenbeck process
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+Publication:2937462