On the asymptotic behaviour of first-passage-time densities for one-dimensional diffusion processes and varying boundaries (Q5748699): Difference between revisions
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| Property / author: Virginia Giorno / rank | |||
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| Property / author: Amelia G. Nobile / rank | |||
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| Property / author: Luigi M. Ricciardi / rank | |||
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| Property / author: Virginia Giorno / rank | |||
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| Property / author: Amelia G. Nobile / rank | |||
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| Property / author: Luigi M. Ricciardi / rank | |||
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| Property / Wikidata QID: Q63434470 / rank | |||
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| Property / full work available at URL: https://doi.org/10.2307/1427567 / rank | |||
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| Property / OpenAlex ID: W2318038466 / rank | |||
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Latest revision as of 23:50, 19 March 2024
scientific article; zbMATH DE number 4182549
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the asymptotic behaviour of first-passage-time densities for one-dimensional diffusion processes and varying boundaries |
scientific article; zbMATH DE number 4182549 |
Statements
On the asymptotic behaviour of first-passage-time densities for one-dimensional diffusion processes and varying boundaries (English)
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1990
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first-passage time problem
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Ornstein-Uhlenbeck process
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diffusion processes
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steady-state density
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