Pages that link to "Item:Q2283669"

The following pages link to Asymptotics of two-boundary first-exit-time densities for Gauss-Markov processes (Q2283669):

Displayed 4 items.

• First-passage times and related moments for continuous-time birth-death chains (Q2281540) ‎ (← links)
• First passage times for some classes of fractional time-changed diffusions (Q5085217) ‎ (← links)
• Exact simulation of first exit times for one-dimensional diffusion processes (Q5108959) ‎ (← links)
• On the first-passage times of certain Gaussian processes, and related asymptotics (Q5155322) ‎ (← links)