Pages that link to "Item:Q3464423"

The following pages link to The First-passage Time of the Brownian Motion to a Curved Boundary: an Algorithmic Approach (Q3464423):

Displaying 7 items.

• Vanishing corrections for the position in a linear model of FKPP fronts (Q512317) (← links)
• First hitting time distributions for Brownian motion and regions with piecewise linear boundaries (Q1739356) (← links)
• Exact simulation of the first-passage time of diffusions (Q2316185) (← links)
• Existence and regularity of law density of a pair (diffusion, first component running maximum) (Q2322681) (← links)
• Simulation of sample paths for Gauss-Markov processes in the presence of a reflecting boundary (Q5193442) (← links)
• With or without replacement? Sampling uncertainty in Shepp’s urn scheme (Q6102059) (← links)
• The inverse first-passage time problem as hydrodynamic limit of a particle system (Q6164874) (← links)