First passage densities and boundary crossing probabilities for diffusion processes (Q398798): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60J60 / rank | |||
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| Property / Mathematics Subject Classification ID: 60J70 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6330962 / rank | |||
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diffusion processes | |||
| Property / zbMATH Keywords: diffusion processes / rank | |||
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boundary crossing | |||
| Property / zbMATH Keywords: boundary crossing / rank | |||
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first passage time density | |||
| Property / zbMATH Keywords: first passage time density / rank | |||
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Revision as of 16:54, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First passage densities and boundary crossing probabilities for diffusion processes |
scientific article |
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First passage densities and boundary crossing probabilities for diffusion processes (English)
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15 August 2014
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diffusion processes
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boundary crossing
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first passage time density
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