A structure-preserving method for the distribution of the first hitting time to a moving boundary for some Gaussian processes (Q1668539)
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scientific article; zbMATH DE number 6928454
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| English | A structure-preserving method for the distribution of the first hitting time to a moving boundary for some Gaussian processes |
scientific article; zbMATH DE number 6928454 |
Statements
A structure-preserving method for the distribution of the first hitting time to a moving boundary for some Gaussian processes (English)
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29 August 2018
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advection-diffusion partial differential equations
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structure-preserving numerical method
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implicit finite-difference scheme
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stability and convergence analyses
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distribution of first-hitting time
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applied stochastic processes
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0.87461275
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0.8702539
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0.8678828
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0.8661322
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0.86371726
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0.86085814
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0.8603827
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