Pages that link to "Item:Q4877469"
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The following pages link to On evaluations and asymptotic approximations of first-passage-time probabilities (Q4877469):
Displaying 14 items.
- On the comparison of Feller and Ornstein-Uhlenbeck models for neural activity (Q1902608) (← links)
- Exact simulation of the first-passage time of diffusions (Q2316185) (← links)
- Crossing probabilities for diffusion processes with piecewise continuous boundaries (Q2642479) (← links)
- Flexing the default barrier (Q2866385) (← links)
- Linear and Nonlinear Boundary Crossing Probabilities for Brownian Motion and Related Processes (Q3067846) (← links)
- Brownian Type Boundary Crossing Probabilities for Piecewise Linear Boundary Functions (Q3155337) (← links)
- Boundary crossing probabilities for high-dimensional Brownian motion (Q3188586) (← links)
- The First-passage Time of the Brownian Motion to a Curved Boundary: an Algorithmic Approach (Q3464423) (← links)
- An improved technique for the simulation of first passage times for diffusion processes (Q4488761) (← links)
- Stochastic Integrate and Fire Models: A Review on Mathematical Methods and Their Applications (Q4567932) (← links)
- Estimation in Discretely Observed Diffusions Killed at a Threshold (Q4923054) (← links)
- Explicit Bounds for Approximation Rates of Boundary Crossing Probabilities for the Wiener Process (Q5312842) (← links)
- Mean first passage time and absorption probabilities of a Lévy flier on a finite interval: discrete space and continuous limit via Fock space approach (Q5877279) (← links)
- On Markov chain approximations for computing boundary crossing probabilities of diffusion processes (Q6148883) (← links)
