A new integral equation for the evaluation of first-passage-time probability densities
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Publication:3769731
DOI10.2307/1427102zbMath0632.60079OpenAlexW2103891020WikidataQ63434480 ScholiaQ63434480MaRDI QIDQ3769731
Amelia G. Nobile, Luigi M. Ricciardi, Aniello Buonocore
Publication date: 1987
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1427102
Volterra integral equationfirst passage timeOrnstein-Uhlenbeck processesVolterra equationdiffusion processes through time-dependent boundaries
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