fptdApprox (Q18507)
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Approximation of First-Passage-Time Densities for Diffusion Processes
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | fptdApprox |
Approximation of First-Passage-Time Densities for Diffusion Processes |
Statements
29 October 2023
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Efficient approximation of first passage time densities for diffusion processes based on the First Passage Time Location (FPTL) function.
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