More general problems on first-passage times for diffusion processes: a new version of the fptdApprox R package (Q278369)

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More general problems on first-passage times for diffusion processes: a new version of the fptdApprox R package
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    More general problems on first-passage times for diffusion processes: a new version of the fptdApprox R package (English)
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    2 May 2016
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    diffusion processes
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    conditioned and unconditioned first-passage times
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    Volterra integral equations
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    FPTL function
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