Pages that link to "Item:Q1668539"

The following pages link to A structure-preserving method for the distribution of the first hitting time to a moving boundary for some Gaussian processes (Q1668539):

Displayed 2 items.

• A fractional PDE for first passage time of time-changed Brownian motion and its numerical solution (Q1989376) ‎ (← links)
• On the first-passage times of certain Gaussian processes, and related asymptotics (Q5155322) ‎ (← links)