On first–crossing times of one–dimensional diffusions over two time–dependent boundaries (Q4949460)
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scientific article; zbMATH DE number 1441265
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| English | On first–crossing times of one–dimensional diffusions over two time–dependent boundaries |
scientific article; zbMATH DE number 1441265 |
Statements
On first–crossing times of one–dimensional diffusions over two time–dependent boundaries (English)
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5 August 2002
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time-dependent boundaries
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moments of the first-crossing times
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partial differential equations
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0.885960042476654
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0.8850611448287964
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0.8260225057601929
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0.825899600982666
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