Pages that link to "Item:Q5415099"
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The following pages link to Joint Densities of First Hitting Times of a Diffusion Process Through Two Time-Dependent Boundaries (Q5415099):
Displaying 9 items.
- Multi-stage sequential sampling models with finite or infinite time horizon and variable boundaries (Q334471) (← links)
- Approximation of the first passage time density of a Wiener process to an exponentially decaying boundary by two-piecewise linear threshold. Application to neuronal spiking activity (Q335096) (← links)
- Liquidation risk in insurance under contemporary regulatory frameworks (Q784414) (← links)
- First passage times of two-dimensional correlated processes: analytical results for the Wiener process and a numerical method for diffusion processes (Q898953) (← links)
- First hitting time of Brownian motion on simple graph with skew semiaxes (Q2157409) (← links)
- Exit problem for Ornstein-Uhlenbeck processes: a random walk approach (Q2188138) (← links)
- Approximation of exit times for one-dimensional linear diffusion processes (Q2210603) (← links)
- Asymptotics of two-boundary first-exit-time densities for Gauss-Markov processes (Q2283669) (← links)
- Exact simulation of first exit times for one-dimensional diffusion processes (Q5108959) (← links)
