On the evaluation of first-passage-time probability densities via non-singular integral equations (Q3821380)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the evaluation of first-passage-time probability densities via non-singular integral equations |
scientific article |
Statements
On the evaluation of first-passage-time probability densities via non-singular integral equations (English)
0 references
1989
0 references
first-passage-time
0 references
Ornstein-Uhlenbeck processes
0 references
reflecting boundary
0 references
Wiener process with a reflecting boundary
0 references
