Pages that link to "Item:Q2267603"
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The following pages link to On the first passage problem for correlated Brownian motion (Q2267603):
Displaying 5 items.
- Approximation of the first passage time density of a Wiener process to an exponentially decaying boundary by two-piecewise linear threshold. Application to neuronal spiking activity (Q335096) (← links)
- Sharp regularity near an absorbing boundary for solutions to second order SPDEs in a half-line with constant coefficients (Q744172) (← links)
- First passage times of two-dimensional correlated processes: analytical results for the Wiener process and a numerical method for diffusion processes (Q898953) (← links)
- A stochastic partial differential equation model for the pricing of mortgage-backed securities (Q1615911) (← links)
- Structural default model with mutual obligations (Q1621641) (← links)
