Q3976319 (Q3976319): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Latest revision as of 00:33, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | No label defined |
scientific article |
Statements
26 June 1992
0 references
Wiener processes
0 references
Ornstein-Uhlenbeck processes
0 references
algorithms for numerical computation of the p.d.f.
0 references
one-dimensional diffusion processes
0 references
first- passage-time problems
0 references
stochastic differential equations
0 references
Laplace transform
0 references