Smooth first-passage densities for one-dimensional diffusions (Q3759632)
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scientific article; zbMATH DE number 4009460
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Smooth first-passage densities for one-dimensional diffusions |
scientific article; zbMATH DE number 4009460 |
Statements
Smooth first-passage densities for one-dimensional diffusions (English)
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1987
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Skorohod equation with two reflecting boundaries
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reflecting Brownian motion
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0.9451206
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0.9160886
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0.91198003
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0.90208507
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0.8984623
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0.89647454
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0.8960532
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