Pages that link to "Item:Q5108959"
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The following pages link to Exact simulation of first exit times for one-dimensional diffusion processes (Q5108959):
Displaying 4 items.
- Exact simulation of the first passage time through a given level of jump diffusions (Q2079352) (← links)
- Approximating the first passage time density from data using generalized Laguerre polynomials (Q2684064) (← links)
- On Markov chain approximations for computing boundary crossing probabilities of diffusion processes (Q6148883) (← links)
- The inverse first-passage time problem as hydrodynamic limit of a particle system (Q6164874) (← links)
