A note on the evaluation of first-passage-time probability densities

DOI10.2307/3213736zbMATH Open0534.60069OpenAlexW2325838085MaRDI QIDQ3317848FDOQ3317848

Authors:

Publication date: 1983

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

Full work available at URL: https://doi.org/10.2307/3213736

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zbMATH Keywords

first passage times

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65)

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