On the numerical evaluation of first-passage-time probability densities for one dimensional diffusion processes (Q684377)
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scientific article; zbMATH DE number 411648
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| English | On the numerical evaluation of first-passage-time probability densities for one dimensional diffusion processes |
scientific article; zbMATH DE number 411648 |
Statements
On the numerical evaluation of first-passage-time probability densities for one dimensional diffusion processes (English)
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13 September 1993
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first-passage-time probability density functions
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diffusion processes
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0.9321575
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0.9248616
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0.92389256
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0.9136735
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0.91187644
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0.9112041
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