On Characterizing Integral Stopping Time Functionals on Diffusions as Solutions to Boundary Value Problems (Q4678754)
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scientific article; zbMATH DE number 2171206
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| English | On Characterizing Integral Stopping Time Functionals on Diffusions as Solutions to Boundary Value Problems |
scientific article; zbMATH DE number 2171206 |
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On Characterizing Integral Stopping Time Functionals on Diffusions as Solutions to Boundary Value Problems (English)
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23 May 2005
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exit times
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Fourier transforms
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integral functionals
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0.8922875
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0.88687986
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0.88678026
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0.8855816
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0.88507813
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