Partial derivatives for the first-passage time distribution in Wiener diffusion models (Q97071): Difference between revisions
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12 November 2021
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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) | |||||||||||||||
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| Property / zbMATH Open document ID: 1475.91062 / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID: 91B06 / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID: 91E10 / 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 | |||||||||||||||
| Property / zbMATH Keywords: Wiener diffusion model / rank | |||||||||||||||
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partial derivatives | |||||||||||||||
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Revision as of 02:52, 2 August 2023
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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103
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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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