First passage densities and boundary crossing probabilities for diffusion processes (Q398798): Difference between revisions

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+Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process<sup>1</sup>
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+Asymptotics of hitting probabilities for general one-dimensional pinned diffusions
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+Diffusion processes with identical bridges
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+Q3150773
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+Explicit Bounds for Approximation Rates of Boundary Crossing Probabilities for the Wiener Process
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+A new integral equation for the evaluation of first-passage-time probability densities
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+Approximating the first crossing-time density for a curved boundary
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+Les fonctions aléatoires du type de Markoff associees à certaines équations linéaires aux dérivées partielles du type parabolique
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+On the evaluation of first-passage-time probability densities via non-singular integral equations
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+First-passage-time densities for time-non-homogeneous diffusion processes
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+Q4522401
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+Smooth first-passage densities for one-dimensional diffusions
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+Q3923359
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+Boundary crossing probability for Brownian motion
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+Q4226355
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+Smooth Transition Densities for One-Dimensional Diffusions
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+Crossing probabilities for diffusion processes with piecewise continuous boundaries
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