A cumulant approach for the first-passage-time problem of the Feller square-root process (Q2661059): Difference between revisions

@@ Property / cites work @@
+Successive derivatives of Whittaker functions with respect to the first parameter
+Normal rank
@@ Property / cites work @@
+An operational calculus for probability distributions via Laplace transforms
+Normal rank
@@ Property / cites work @@
+Q5558293
@@ Property / cites work: Q5558293 / rank @@
+Normal rank
@@ Property / cites work @@
+Derivatives of any order of the confluent hypergeometric function F11(a,b,z) with respect to the parameter a or b
+Normal rank
@@ Property / cites work @@
+Q4541799
@@ Property / cites work: Q4541799 / rank @@
+Normal rank
@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
@@ Property / cites work @@
+Symbolic calculus in mathematical statistics: a review
+Normal rank
@@ Property / cites work @@
+An umbral setting for cumulants and factorial moments
+Normal rank
@@ Property / cites work @@
+Estimation of the input parameters in the Feller neuronal model
+Normal rank
@@ Property / cites work @@
+On two diffusion neuronal models with multiplicative noise: The mean first-passage time properties
+Normal rank
@@ Property / cites work @@
+Two singular diffusion problems
@@ Property / cites work: Two singular diffusion problems / rank @@
+Normal rank
@@ Property / cites work @@
+The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes
+Normal rank
@@ Property / cites work @@
+Diffusion approximation and first-passage-time problem for a model neuron. III: A birth-and-death process approach
+Normal rank
@@ Property / cites work @@
+Some remarks on the Rayleigh process
@@ Property / cites work: Some remarks on the Rayleigh process / rank @@
+Normal rank
@@ Property / cites work @@
+A survey and some generalizations of Bessel processes
+Normal rank
@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
+Normal rank
@@ Property / cites work @@
+On a set of data for the membrane potential in a neuron
+Normal rank
@@ Property / cites work @@
+Q3923307
@@ Property / cites work: Q3923307 / rank @@
+Normal rank
@@ Property / cites work @@
+Eigenvalue expansions for diffusion hitting times
@@ Property / cites work: Eigenvalue expansions for diffusion hitting times / rank @@
+Normal rank
@@ Property / cites work @@
+The spectral decomposition of a diffusion hitting time
+Normal rank
@@ Property / cites work @@
+On the comparison of Feller and Ornstein-Uhlenbeck models for neural activity
+Normal rank
@@ Property / cites work @@
+Q3996154
@@ Property / cites work: Q3996154 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+First-passage time statistics of Markov gamma processes
+Normal rank
@@ Property / cites work @@
+The Heston Model and Its Extensions in Matlab and C#
+Normal rank
@@ Property / cites work @@
+Fitting the variance-gamma model to financial data
+Normal rank
@@ Property / cites work @@
+On the First Passage Time Probability Problem
@@ Property / cites work: On the First Passage Time Probability Problem / rank @@
+Normal rank