The moving-eigenvalue method: hitting time for Itô processes and moving boundaries (Q5870723)
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scientific article; zbMATH DE number 7644812
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The moving-eigenvalue method: hitting time for Itô processes and moving boundaries |
scientific article; zbMATH DE number 7644812 |
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The moving-eigenvalue method: hitting time for Itô processes and moving boundaries (English)
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23 January 2023
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Itô process
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moving boundary
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first-passage time
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first-exit time
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Sturm-Liouville theory
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spectral methods
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eigenfunction expansion
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