Pages that link to "Item:Q4018323"

The following pages link to The first-passage density of the Brownian motion process to a curved boundary (Q4018323):

Displaying 40 items.

• Recovering a distribution from its translated fractional moments (Q312121) (← links)
• Linear programming and the inverse method of images (Q378743) (← links)
• Boundary noncrossings of additive Wiener fields (Q406615) (← links)
• First passage time for Brownian motion and piecewise linear boundaries (Q518868) (← links)
• Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve (Q555027) (← links)
• The first exit time of a Brownian motion from an unbounded convex domain (Q1394540) (← links)
• On integral equations arising in the first-passage problem for Brownian motion (Q1425633) (← links)
• Brownian bridges for late time asymptotics of KPZ fluctuations in finite volume (Q1631486) (← links)
• Distribution of correlated spiking events in a population-based approach for integrate-and-fire networks (Q1704763) (← links)
• First hitting time distributions for Brownian motion and regions with piecewise linear boundaries (Q1739356) (← links)
• Some conditional crossing results of Brownian motion over a piecewise-linear boundary (Q1871214) (← links)
• The heat equation and reflected Brownian motion in time-dependent domains. (Q1879869) (← links)
• On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes (Q1945282) (← links)
• Stochastic models and statistical inference for plant pollen dispersal (Q2197343) (← links)
• The first exit time stochastic theory applied to estimate the life-time of a complicated system (Q2218867) (← links)
• The walk on moving spheres: a new tool for simulating Brownian motion's exit time from a domain (Q2229032) (← links)
• On boundary crossing probabilities for diffusion processes (Q2267542) (← links)
• Exact simulation of the first-passage time of diffusions (Q2316185) (← links)
• First passage probabilities of one-dimensional diffusion processes (Q2355250) (← links)
• Extremes of Gaussian processes over an infinite horizon (Q2485824) (← links)
• Crossing probabilities for diffusion processes with piecewise continuous boundaries (Q2642479) (← links)
• Boundary non-crossing probabilities for fractional Brownian motion with trend (Q2804017) (← links)
• American option valuation using first-passage densities (Q2871435) (← links)
• Equity quantile upper and lower swaps (Q2893071) (← links)
• An approximation for the inverse first passage time problem (Q2996579) (← links)
• Linear and Nonlinear Boundary Crossing Probabilities for Brownian Motion and Related Processes (Q3067846) (← links)
• On Durbin's Series for the Density of First Passage Times (Q3094687) (← links)
• Boundary crossing probabilities for high-dimensional Brownian motion (Q3188586) (← 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)
• Development, Simulation, and Application of First-Exit-Time Densities to Life Table Data (Q3562420) (← links)
• Stochastic Integrate and Fire Models: A Review on Mathematical Methods and Their Applications (Q4567932) (← links)
• Estimates of the Exit Probability for Two Correlated Brownian Motions (Q4915649) (← links)
• On first–crossing times of one–dimensional diffusions over two time–dependent boundaries (Q4949460) (← links)
• Multiple barrier-crossings of an Ornstein-Uhlenbeck diffusion in consecutive periods (Q5155315) (← links)
• Tools to Estimate the First Passage Time to a Convex Barrier (Q5312841) (← links)
• Explicit Bounds for Approximation Rates of Boundary Crossing Probabilities for the Wiener Process (Q5312842) (← links)
• An Excursion characterization of the first hitting time of Brownian motion in a smooth boundary (Q5430544) (← links)
• The moving-eigenvalue method: hitting time for Itô processes and moving boundaries (Q5870723) (← links)
• With or without replacement? Sampling uncertainty in Shepp’s urn scheme (Q6102059) (← links)