First-passage-time densities for time-non-homogeneous diffusion processes

DOI10.2307/3215089MaRDI QIDQ4364869zbMATH OpenOpenAlexFDO

Authors

Publication date 7 July 1998

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/6f85df6bb103271aa3c33118d5a876e77f099445

zbMATH Keywords

exogeneous factors lognormal diffusion process varying boundaries Volterra integral equations

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65)

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