Hitting-Time Densities of a Two-Dimensional Markov Process
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Publication:3416070
DOI10.1017/S0269964800002734zbMath1134.60416MaRDI QIDQ3416070
Publication date: 19 January 2007
Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0269964800002734
60K40: Other physical applications of random processes
Cites Work
- The Fokker-Planck equation. Methods of solution and applications
- Extensions and refinements of a Markov model for sedimentation
- The first-passage density of a continuous gaussian process to a general boundary
- First-Passage Densities of a Two-Dimensional Process
- On the First Passage of the Integrated Wiener Process
- Numerical Analysis of an Elliptic-Parabolic Partial Differential Equation
- Level-crossing problems for random processes
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