On the reconstruction of diffusions from first-exit time distributions (Q4832303)
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scientific article; zbMATH DE number 2124973
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the reconstruction of diffusions from first-exit time distributions |
scientific article; zbMATH DE number 2124973 |
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On the reconstruction of diffusions from first-exit time distributions (English)
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4 January 2005
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stochastic differential equations
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Sturm-Liouville problem
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potential of the Schrödinger equation
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drift and diffusion functionals
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