The following pages link to (Q3920398):
Displayed 4 items.
- First passage times of two-dimensional correlated processes: analytical results for the Wiener process and a numerical method for diffusion processes (Q898953) (← links)
- Moment generating function of a first hitting place for the integrated Ornstein-Uhlenbeck process (Q1122869) (← links)
- On the first passage problem for correlated Brownian motion (Q2267603) (← links)
- Boundary crossing probabilities for high-dimensional Brownian motion (Q3188586) (← links)