Qualitative behaviour of the first-passage-time density of a one-dimensional diffusion over a moving boundary (Q3422332)
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scientific article; zbMATH DE number 5125561
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| English | Qualitative behaviour of the first-passage-time density of a one-dimensional diffusion over a moving boundary |
scientific article; zbMATH DE number 5125561 |
Statements
13 February 2007
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scalar diffusions
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moving boundary
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first passage time density
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maximum process
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0.8350076079368591
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0.8124150633811951
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0.8096137642860413
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0.8063772320747375
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