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scientific article
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    Statements

    author
    Shunsuke Sato
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    Luigi M. Ricciardi
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    publication date
    26 June 1992
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    zbMATH Keywords
    Wiener processes
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    Ornstein-Uhlenbeck processes
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    algorithms for numerical computation of the p.d.f.
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    one-dimensional diffusion processes
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    first- passage-time problems
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    stochastic differential equations
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    Laplace transform
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    Identifiers

    zbMATH DE Number
    18903
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