Pages that link to "Item:Q2937462"
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The following pages link to One-Dimensional Reflected Diffusions with Two Boundaries and an Inverse First-Hitting Problem (Q2937462):
Displaying 6 items.
- On some properties of reflected skew Brownian motions and applications to dispersion in heterogeneous media (Q1619554) (← links)
- Generating random variates from PDF of Gauss-Markov processes with a reflecting boundary (Q1662059) (← links)
- Asymptotics of two-boundary first-exit-time densities for Gauss-Markov processes (Q2283669) (← links)
- A randomized first-passage problem for drifted Brownian motion subject to hold and jump from a boundary (Q2798169) (← links)
- An inverse problem for the first-passage place of some diffusion processes with random starting point (Q4964394) (← links)
- Simulation of sample paths for Gauss-Markov processes in the presence of a reflecting boundary (Q5193442) (← links)
