FIRST PASSAGE TIME PROBLEMS AND SOME RELATED COMPUTATIONAL METHODS (Q3965368)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | FIRST PASSAGE TIME PROBLEMS AND SOME RELATED COMPUTATIONAL METHODS |
scientific article |
Statements
FIRST PASSAGE TIME PROBLEMS AND SOME RELATED COMPUTATIONAL METHODS (English)
0 references
1982
0 references
numerical methods
0 references
first passage time
0 references
Ornstein-Uhlenbeck processes
0 references
