The first-passage density of a continuous gaussian process to a general boundary (Q3696219)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The first-passage density of a continuous gaussian process to a general boundary |
scientific article |
Statements
The first-passage density of a continuous gaussian process to a general boundary (English)
0 references
1985
0 references
boundary-crossing probability
0 references
Volterra integral equation of the
0 references
second kind
0 references
first-passage density
0 references
continuous Gaussian process
0 references