A new integral equation for the evaluation of first-passage-time probability densities (Q3769731)
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scientific article; zbMATH DE number 4028565
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| English | A new integral equation for the evaluation of first-passage-time probability densities |
scientific article; zbMATH DE number 4028565 |
Statements
A new integral equation for the evaluation of first-passage-time probability densities (English)
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1987
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Volterra integral equation
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diffusion processes through time-dependent boundaries
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Ornstein-Uhlenbeck processes
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Volterra equation
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first passage time
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0.9225638508796692
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0.9204077124595642
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0.9117936491966248
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