On the evaluation of first-passage-time probability densities via non-singular integral equations
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Publication:3821380
DOI10.2307/1427196zbMath0668.60068OpenAlexW2323519400WikidataQ63434471 ScholiaQ63434471MaRDI QIDQ3821380
No author found.
Publication date: 1989
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1427196
Ornstein-Uhlenbeck processesreflecting boundaryfirst-passage-timeWiener process with a reflecting boundary
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