A note on the Volterra integral equation for the first-passage-time probability density

DOI10.2307/3215118MaRDI QIDQ4858671zbMATH OpenOpenAlexFDO

Authors

Publication date 1 February 1996

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

Full work available at URL https://doi.org/10.2307/3215118

zbMATH Keywords

first-passage-timevarying boundariestime-nonhomogeneous diffusion processes

Mathematics Subject Classification ID

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

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