Partial derivatives for the first-passage time distribution in Wiener diffusion models (Q97071)
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scientific article; zbMATH DE number 7425397
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| English | Partial derivatives for the first-passage time distribution in Wiener diffusion models |
scientific article; zbMATH DE number 7425397 |
Statements
103
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102550
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August 2021
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12 November 2021
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Partial derivatives for the first-passage time distribution in Wiener diffusion models (English)
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Wiener diffusion model
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PDF
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CDF
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partial derivatives
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error bounds
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error approximation
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0.8959771394729614
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0.8448091745376587
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0.8101194500923157
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0.7894392609596252
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Karl Christoph Klauer
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