Fast solutions for the first-passage distribution of diffusion models with space-time-dependent drift functions and time-dependent boundaries (Q825151)
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scientific article; zbMATH DE number 7447278
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| English | Fast solutions for the first-passage distribution of diffusion models with space-time-dependent drift functions and time-dependent boundaries |
scientific article; zbMATH DE number 7447278 |
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Fast solutions for the first-passage distribution of diffusion models with space-time-dependent drift functions and time-dependent boundaries (English)
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17 December 2021
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time-dependent boundaries
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diffusion model
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spacetime-dependent drift function
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first-passage time distribution
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0.8442546129226685
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0.7952730655670166
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0.7912957072257996
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0.7678609490394592
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