First exit time probability for multidimensional diffusions: A PDE-based approach (Q952076)
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scientific article; zbMATH DE number 5362085
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| English | First exit time probability for multidimensional diffusions: A PDE-based approach |
scientific article; zbMATH DE number 5362085 |
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First exit time probability for multidimensional diffusions: A PDE-based approach (English)
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6 November 2008
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first exit time
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multidimensional diffusion
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finite element method
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0.7508282661437988
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0.718279242515564
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0.7179374694824219
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