On the asymptotic behaviour of first-passage-time densities for one-dimensional diffusion processes and varying boundaries (Q5748699): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q63434470, #quickstatements; #temporary_batch_1709550817224 |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.2307/1427567 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2318038466 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
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)
0 references
1990
0 references
first-passage time problem
0 references
Ornstein-Uhlenbeck process
0 references
diffusion processes
0 references
steady-state density
0 references
