Pages that link to "Item:Q812973"
From MaRDI portal
The following pages link to Simulation of first-passage times for alternating Brownian motions (Q812973):
Displaying 6 items.
- Probability law and flow function of Brownian motion driven by a generalized telegraph process (Q496968) (← links)
- First passage time moments of jump-diffusions with Markovian switching (Q538921) (← links)
- \(\mathrm{M}/\mathrm{M}/1\) queue in two alternating environments and its heavy traffic approximation (Q1650501) (← links)
- Discretely observed Brownian motion governed by telegraph process: estimation (Q2283680) (← links)
- First passage time for multivariate jump-diffusion processes in finance and other areas of applications (Q3077491) (← links)
- Probabilistic evolution analysis and first passage analysis of a class of stochastic dynamic systems with fractional derivative based on complex fractional moment method (Q6156035) (← links)