Andrew N. Downes

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
First passage densities and boundary crossing probabilities for diffusion processes
Methodology and Computing in Applied Probability
2014-08-15Paper
Continuity theorems in boundary crossing problems for diffusion processes
Contemporary Quantitative Finance
2011-05-31Paper
On boundary crossing probabilities for diffusion processes
Stochastic Processes and their Applications
2010-03-01Paper
Bounds for the transition density of time-homogeneous diffusion processes
Statistics & Probability Letters
2009-04-03Paper


Research outcomes over time


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