First passage times of two-dimensional correlated processes: analytical results for the Wiener process and a numerical method for diffusion processes (Q898953): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First passage times of two-dimensional correlated processes: analytical results for the Wiener process and a numerical method for diffusion processes |
scientific article |
Statements
First passage times of two-dimensional correlated processes: analytical results for the Wiener process and a numerical method for diffusion processes (English)
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21 December 2015
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correlated diffusion process
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bivariate Wiener process
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first passage times
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hitting time
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Volterra-Fredholm integral equations
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error analysis
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bivariate Kolmogorov forward equation
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