A new integral equation for the evaluation of first-passage-time probability densities (Q3769731)
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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)
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1987
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Volterra integral equation
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diffusion processes through time-dependent boundaries
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Ornstein-Uhlenbeck processes
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Volterra equation
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first passage time
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