Analysis of reflected diffusions via an exponential time-based transformation (Q310026): Difference between revisions

@@ Property / author @@
+Virginia Giorno
@@ Property / author: Virginia Giorno / rank @@
+Normal rank
@@ Property / author @@
+Amelia G. Nobile
@@ Property / author: Amelia G. Nobile / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C31
@@ Property / Mathematics Subject Classification ID: 82C31 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J60
@@ Property / Mathematics Subject Classification ID: 60J60 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6624726
@@ Property / zbMATH DE Number: 6624726 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+conditional density
@@ Property / zbMATH Keywords: conditional density / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+first passage time
@@ Property / zbMATH Keywords: first passage time / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Wiener process
@@ Property / zbMATH Keywords: Wiener process / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Ornstein-Uhlenbeck process
@@ Property / zbMATH Keywords: Ornstein-Uhlenbeck process / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Bessel process
@@ Property / zbMATH Keywords: Bessel process / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Rayleigh process
@@ Property / zbMATH Keywords: Rayleigh process / rank @@
+Normal rank

Revision as of 23:47, 27 June 2023