FIRST PASSAGE TIME PROBLEMS AND SOME RELATED COMPUTATIONAL METHODS (Q3965368)
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scientific article; zbMATH DE number 3787806
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | FIRST PASSAGE TIME PROBLEMS AND SOME RELATED COMPUTATIONAL METHODS |
scientific article; zbMATH DE number 3787806 |
Statements
FIRST PASSAGE TIME PROBLEMS AND SOME RELATED COMPUTATIONAL METHODS (English)
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1982
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numerical methods
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first passage time
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Ornstein-Uhlenbeck processes
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