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

From MaRDI portal
Changed an Item
Changed an Item
Property / describes a project that uses
 
Property / describes a project that uses: fptdApprox / rank
 
Normal rank

Revision as of 08:04, 29 February 2024

scientific article
Language Label Description Also known as
English
More general problems on first-passage times for diffusion processes: a new version of the fptdApprox R package
scientific article

    Statements

    More general problems on first-passage times for diffusion processes: a new version of the fptdApprox R package (English)
    0 references
    0 references
    0 references
    2 May 2016
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    diffusion processes
    0 references
    conditioned and unconditioned first-passage times
    0 references
    Volterra integral equations
    0 references
    FPTL function
    0 references
    0 references
    0 references
    0 references
    0 references