Pages that link to "Item:Q2642479"

The following pages link to Crossing probabilities for diffusion processes with piecewise continuous boundaries (Q2642479):

Displaying 28 items.

• Recovering a distribution from its translated fractional moments (Q312121) (← links)
• 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)
• First passage densities and boundary crossing probabilities for diffusion processes (Q398798) (← links)
• First passage time for Brownian motion and piecewise linear boundaries (Q518868) (← links)
• A fast algorithm for the first-passage times of Gauss-Markov processes with Hölder continuous boundaries (Q643719) (← links)
• On the first hitting time of a one-dimensional diffusion and a compound Poisson process (Q708789) (← links)
• Moments of the first passage time of one-dimensional diffusion with two-sided barriers (Q958974) (← links)
• Ergodicity and first passage probability of regime-switching geometric Brownian motions (Q1624097) (← links)
• On the computation of the survival probability of Brownian motion with drift in a closed time interval when the absorbing boundary is a step function (Q1657921) (← links)
• First hitting time distributions for Brownian motion and regions with piecewise linear boundaries (Q1739356) (← links)
• On the first exit time of geometric Brownian motion from stochastic exponential boundaries (Q1794706) (← links)
• The first passage time and the dividend value function for one-dimensional diffusion processes between two reflecting barriers (Q1929687) (← links)
• Exact simulation for the first hitting time of Brownian motion and Brownian bridge (Q2105352) (← links)
• On double-boundary non-crossing probability for a class of compound processes with applications (Q2282550) (← links)
• Exact simulation of the first-passage time of diffusions (Q2316185) (← links)
• The exit time and the dividend value function for one-dimensional diffusion processes (Q2318956) (← links)
• First passage probabilities of one-dimensional diffusion processes (Q2355250) (← links)
• Move-based hedging of variable annuities: a semi-analytic approach (Q2374095) (← links)
• Sensitivity of boundary crossing probabilities of the Brownian motion (Q2417979) (← links)
• Flexing the default barrier (Q2866385) (← links)
• Linear and Nonlinear Boundary Crossing Probabilities for Brownian Motion and Related Processes (Q3067846) (← links)
• The First-passage Time of the Brownian Motion to a Curved Boundary: an Algorithmic Approach (Q3464423) (← links)
• A characterization of the first hitting time of double integral processes to curved boundaries (Q3516400) (← links)
• A Transition to Sharp Timing in Stochastic Leaky Integrate-and-Fire Neurons Driven by Frozen Noisy Input (Q5378346) (← links)
• Asymptotics for the survival probability of time-inhomogeneous diffusion processes (Q6106542) (← links)
• Strong approximation of some particular one-dimensional diffusions (Q6120379) (← links)
• On Markov chain approximations for computing boundary crossing probabilities of diffusion processes (Q6148883) (← links)
• First passage density of Brownian motion with two-sided piecewise linear boundaries (Q6580090) (← links)