Lie symmetries methods in boundary crossing problems for diffusion processes (Q829565)
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scientific article
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| English | Lie symmetries methods in boundary crossing problems for diffusion processes |
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Lie symmetries methods in boundary crossing problems for diffusion processes (English)
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6 May 2021
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Lie symmetry groups
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diffusion processes
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hitting time
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boundary-crossing probability
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first hitting time density
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0.7836124300956726
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0.7645391225814819
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0.7592980265617371
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0.757474958896637
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0.7400181293487549
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