A new integral equation for the evaluation of first-passage-time probability densities (Q3769731): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 12:35, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new integral equation for the evaluation of first-passage-time probability densities |
scientific article |
Statements
A new integral equation for the evaluation of first-passage-time probability densities (English)
0 references
1987
0 references
Volterra integral equation
0 references
diffusion processes through time-dependent boundaries
0 references
Ornstein-Uhlenbeck processes
0 references
Volterra equation
0 references
first passage time
0 references
