On first–crossing times of one–dimensional diffusions over two time–dependent boundaries (Q4949460): Difference between revisions

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Revision as of 19:10, 5 March 2024

scientific article; zbMATH DE number 1441265
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English
On first–crossing times of one–dimensional diffusions over two time–dependent boundaries
scientific article; zbMATH DE number 1441265

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    On first–crossing times of one–dimensional diffusions over two time–dependent boundaries (English)
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    5 August 2002
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    time-dependent boundaries
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    moments of the first-crossing times
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    partial differential equations
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