An R package for an efficient approximation of first-passage-time densities for diffusion processes based on the FPTL function (Q440723): Difference between revisions
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| Property / author: H. S. Yoon / rank | |||
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| Property / Mathematics Subject Classification ID: 65R20 / rank | |||
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| Property / Mathematics Subject Classification ID: 45D05 / rank | |||
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| Property / zbMATH DE Number: 6068285 / rank | |||
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diffusion processes | |||
| Property / zbMATH Keywords: diffusion processes / rank | |||
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first-passage-time | |||
| Property / zbMATH Keywords: first-passage-time / rank | |||
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Volterra integral equations | |||
| Property / zbMATH Keywords: Volterra integral equations / rank | |||
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first-passage-time location function | |||
| Property / zbMATH Keywords: first-passage-time location function / rank | |||
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\texttt{R} | |||
| Property / zbMATH Keywords: \texttt{R} / rank | |||
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\texttt{R package fptdApprox} | |||
| Property / zbMATH Keywords: \texttt{R package fptdApprox} / rank | |||
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Revision as of 01:59, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An R package for an efficient approximation of first-passage-time densities for diffusion processes based on the FPTL function |
scientific article |
Statements
An R package for an efficient approximation of first-passage-time densities for diffusion processes based on the FPTL function (English)
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19 August 2012
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diffusion processes
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first-passage-time
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Volterra integral equations
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first-passage-time location function
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\texttt{R}
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\texttt{R package fptdApprox}
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