First-passage-time densities for time-non-homogeneous diffusion processes (Q4364869)
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scientific article; zbMATH DE number 1088721
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| English | First-passage-time densities for time-non-homogeneous diffusion processes |
scientific article; zbMATH DE number 1088721 |
Statements
First-passage-time densities for time-non-homogeneous diffusion processes (English)
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7 July 1998
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Volterra integral equations
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varying boundaries
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exogeneous factors
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lognormal diffusion process
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0.95604455
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0.94901145
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0.9448516
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0.93552995
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0.9204398
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