On first-passage-time and transition densities for strongly symmetric diffusion processes (Q4343829): Difference between revisions

@@ Property / author @@
-Antonio Di Crescenzo
@@ Property / author: Antonio Di Crescenzo / rank @@
-Normal rank
@@ Property / author @@
-Virginia Giorno
@@ Property / author: Virginia Giorno / rank @@
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@@ Property / author @@
-Amelia G. Nobile
@@ Property / author: Amelia G. Nobile / rank @@
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@@ Property / author @@
-Luigi M. Ricciardi
@@ Property / author: Luigi M. Ricciardi / rank @@
-Normal rank
@@ Property / author @@
+Antonio Di Crescenzo
@@ Property / author: Antonio Di Crescenzo / rank @@
+Normal rank
@@ Property / author @@
+Virginia Giorno
@@ Property / author: Virginia Giorno / rank @@
+Normal rank
@@ Property / author @@
+Amelia G. Nobile
@@ Property / author: Amelia G. Nobile / rank @@
+Normal rank
@@ Property / author @@
+Luigi M. Ricciardi
@@ Property / author: Luigi M. Ricciardi / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+A new integral equation for the evaluation of first-passage-time probability densities
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@@ Property / cites work @@
+On the two-boundary first-crossing-time problem for diffusion processes
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@@ Property / cites work @@
+The minimum of a stationary Markov process superimposed on a U-shaped trend
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@@ Property / cites work @@
+The parabolic differential equations and the associated semigroups of transformation
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@@ Property / cites work @@
+Sequential tests constructed from images
@@ Property / cites work: Sequential tests constructed from images / rank @@
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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 / full work available at URL @@
+https://doi.org/10.1017/s0027763000006140
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@@ Property / OpenAlex ID @@
+W1591041769
@@ Property / OpenAlex ID: W1591041769 / rank @@
+Normal rank