EVALUATION OF FIRST PASSAGE TIME DENSITIES FOR DIFFUSION PROCESSE (Q3736870)
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scientific article; zbMATH DE number 3970071
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| default for all languages | No label defined |
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| English | EVALUATION OF FIRST PASSAGE TIME DENSITIES FOR DIFFUSION PROCESSE |
scientific article; zbMATH DE number 3970071 |
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EVALUATION OF FIRST PASSAGE TIME DENSITIES FOR DIFFUSION PROCESSE (English)
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1985
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first passage time densities
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Wiener process
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Volterra second-kind integral equation
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diffusion processes
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Ornstein-Uhlenbeck processes
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0.9204077124595642
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0.8936540484428406
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0.867034912109375
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0.867034912109375
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0.8639758825302124
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