Limit at Zero of the First-Passage Time Density and the Inverse Problem for One-Dimensional Diffusions (Q3423709)
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scientific article; zbMATH DE number 5126835
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| English | Limit at Zero of the First-Passage Time Density and the Inverse Problem for One-Dimensional Diffusions |
scientific article; zbMATH DE number 5126835 |
Statements
Limit at Zero of the First-Passage Time Density and the Inverse Problem for One-Dimensional Diffusions (English)
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15 February 2007
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first-passage time
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first-passage time problem
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inverse first-passage time problem
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moving boundary
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Brownian motion
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Feller diffusion
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stochastic differential equation
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0.8512112498283386
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0.8363229632377625
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0.8350076079368591
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0.8325242400169373
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0.8307540416717529
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