A computational approach to first-passage-time problems for Gauss–Markov processes (Q2749133): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
Property / author | |||
Property / author: Elvira di Nardo / rank | |||
Normal rank | |||
Property / author | |||
Property / author: Amelia G. Nobile / rank | |||
Normal rank | |||
Property / author | |||
Property / author: Luigi M. Ricciardi / rank | |||
Normal rank |
Revision as of 23:05, 12 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A computational approach to first-passage-time problems for Gauss–Markov processes |
scientific article |
Statements
A computational approach to first-passage-time problems for Gauss–Markov processes (English)
0 references
23 June 2002
0 references
Brownian bridge
0 references
varying boundaries
0 references
Daniels boundary
0 references
Volterra integral equations
0 references