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Property / DOI: 10.1016/j.jmp.2021.102550 / rank
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12 November 2021
Timestamp+2021-11-12T00:00:00Z
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CalendarGregorian
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Property / publication date: 12 November 2021 / rank
 
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Property / author: Raphael Hartmann / rank
 
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Property / author: Karl Christoph Klauer / rank
 
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Partial derivatives for the first-passage time distribution in Wiener diffusion models (English)
Property / title: Partial derivatives for the first-passage time distribution in Wiener diffusion models (English) / rank
 
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Property / zbMATH Open document ID: 1475.91062 / rank
 
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Property / Mathematics Subject Classification ID: 35Q91 / rank
 
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Property / zbMATH DE Number: 7425397 / rank
 
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Wiener diffusion model
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PDF
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partial derivatives
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error bounds
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error approximation
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Property / cites work: The first-passage time distribution for the diffusion model with variable drift / rank
 
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Latest revision as of 19:23, 27 December 2024

scientific article
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English
Partial derivatives for the first-passage time distribution in Wiener diffusion models
scientific article

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    102550
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    August 2021
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    12 November 2021
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    Partial derivatives for the first-passage time distribution in Wiener diffusion models (English)
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    Wiener diffusion model
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    PDF
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    CDF
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    partial derivatives
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    error bounds
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    error approximation
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