On the two-boundary first-crossing-time problem for diffusion processes

DOI10.2307/3214598MaRDI QIDQ3477771zbMATH OpenOpenAlexWikidataFDO

Authors Aniello Buonocore, Virginia Giorno, Amelia G. Nobile, L. M. Ricciardi

Publication date 1990

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3214598

zbMATH Keywords

first-crossing-time problemvarying boundariesVolterra integral equations

Mathematics Subject Classification ID

Diffusion processes (60J60)

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