More general problems on first-passage times for diffusion processes: a new version of the fptdApprox R package (Q278369): Difference between revisions

@@ Property / author @@
+M. Dambrine
@@ Property / author: M. Dambrine / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+-04
@@ Property / Mathematics Subject Classification ID: 45-04 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+-04
@@ Property / Mathematics Subject Classification ID: 60-04 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J60
@@ Property / Mathematics Subject Classification ID: 60J60 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+D05
@@ Property / Mathematics Subject Classification ID: 45D05 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6576020
@@ Property / zbMATH DE Number: 6576020 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+diffusion processes
@@ Property / zbMATH Keywords: diffusion processes / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+conditioned and unconditioned first-passage times
+Normal rank
@@ Property / zbMATH Keywords @@
+Volterra integral equations
@@ Property / zbMATH Keywords: Volterra integral equations / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+FPTL function
@@ Property / zbMATH Keywords: FPTL function / rank @@
+Normal rank

Revision as of 18:00, 27 June 2023