First-Passage Densities of a Two-Dimensional Process (Q4730578): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1137/0149091 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2016466781 / rank | |||
Normal rank | |||
Latest revision as of 23:50, 19 March 2024
scientific article; zbMATH DE number 4115689
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First-Passage Densities of a Two-Dimensional Process |
scientific article; zbMATH DE number 4115689 |
Statements
First-Passage Densities of a Two-Dimensional Process (English)
0 references
1989
0 references
first-passage density
0 references
Brownian motion
0 references
moment generating function
0 references
optimal control
0 references
