Joint Densities of First Hitting Times of a Diffusion Process Through Two Time-Dependent Boundaries (Q5415099): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 03:13, 9 February 2024
scientific article; zbMATH DE number 6293581
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Joint Densities of First Hitting Times of a Diffusion Process Through Two Time-Dependent Boundaries |
scientific article; zbMATH DE number 6293581 |
Statements
Joint Densities of First Hitting Times of a Diffusion Process Through Two Time-Dependent Boundaries (English)
0 references
9 May 2014
0 references
first hitting time
0 references
diffusion process
0 references
Brownian motion
0 references
Ornstein-Uhlenbeck process
0 references
copula
0 references
