Hitting-Time Densities of a Two-Dimensional Markov Process
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Publication:3416070
DOI10.1017/S0269964800002734zbMath1134.60416OpenAlexW2074543930MaRDI QIDQ3416070
Publication date: 19 January 2007
Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0269964800002734
Cites Work
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- The Fokker-Planck equation. Methods of solution and applications
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- First-Passage Densities of a Two-Dimensional Process
- On the First Passage of the Integrated Wiener Process
- Numerical Analysis of an Elliptic-Parabolic Partial Differential Equation
- Level-crossing problems for random processes
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