Simulation of Gaussian processes and first passage time densities evaluation

DOI10.1007/10720123_29MaRDI QIDQ2723364zbMATH OpenFDO

Authors Enrica Pirozzi, Sergio Rinaldi, E. Di Nardo, Amelia G. Nobile, L. M. Ricciardi

Publication date 5 July 2001

Published in Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/10720123_29

Mathematics Subject Classification ID

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