A new integral equation for the evaluation of first-passage-time probability densities

DOI10.2307/1427102zbMATH Open0632.60079OpenAlexW2103891020WikidataQ63434480 ScholiaQ63434480MaRDI QIDQ3769731FDOQ3769731

Authors: Aniello Buonocore, Amelia G. Nobile, L. M. Ricciardi 

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

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zbMATH Keywords

first passage timeOrnstein-Uhlenbeck processesVolterra equationVolterra integral equationdiffusion processes through time-dependent boundaries

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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