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Property / author: Virginia Giorno / rank
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Property / author: Amelia G. Nobile / rank
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Property / full work available at URL: https://doi.org/10.1007/s10955-016-1525-9 / rank
 
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Latest revision as of 13:53, 12 July 2024

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Analysis of reflected diffusions via an exponential time-based transformation
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    Analysis of reflected diffusions via an exponential time-based transformation (English)
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    7 September 2016
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    conditional density
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    first passage time
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    Wiener process
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    Ornstein-Uhlenbeck process
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    Bessel process
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    Rayleigh process
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