On a symmetry-based constructive approach to probability densities for two-dimensional diffusion processes (Q4842811)
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scientific article; zbMATH DE number 786290
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| English | On a symmetry-based constructive approach to probability densities for two-dimensional diffusion processes |
scientific article; zbMATH DE number 786290 |
Statements
On a symmetry-based constructive approach to probability densities for two-dimensional diffusion processes (English)
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8 April 1996
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linear process
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absorbing boundary
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first-crossing time probability
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0.95999247
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0.90280426
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0.89796925
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0.89191675
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