Pages that link to "Item:Q4195726"

The following pages link to Evaluation of the first-passage time probability to a square root boundary for the Wiener process (Q4195726):

Displaying 18 items.

• Superdiffusive and subdiffusive exceptional times in the dynamical discrete web (Q491915) (← links)
• Exceptional times for the dynamical discrete web (Q841481) (← links)
• Stochastic mode-locking for a noisy integrate-and-fire oscillator (Q997616) (← links)
• On the excursion theory for linear diffusions (Q1000331) (← links)
• On the moments of the firing interval of the diffusion approximated model neuron (Q1251599) (← links)
• Synchronization of firing times in a stochastic neural network model with excitatory connections (Q1318340) (← 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)
• On the first exit time of geometric Brownian motion from stochastic exponential boundaries (Q1794706) (← links)
• Crossing an asymptotically square-root boundary by the Brownian motion (Q2135124) (← links)
• Closed form valuation of barrier options with stochastic barriers (Q2151659) (← links)
• The estimates of the mean first exit time from a ball for the \(\alpha \)-stable Ornstein-Uhlenbeck processes (Q2381973) (← links)
• Equity quantile upper and lower swaps (Q2893071) (← links)
• A Lower Bound for the First Passage Time Density of the Suprathreshold Ornstein-Uhlenbeck Process (Q3014982) (← links)
• Crossing probabilities for a square root boundary by a bessel process (Q3920395) (← links)
• Stochastic Integrate and Fire Models: A Review on Mathematical Methods and Their Applications (Q4567932) (← links)
• Geometrical optics of constrained Brownian motion: three short stories (Q5059118) (← links)
• Pairs trading: optimal thresholds and profitability (Q5247270) (← links)
• An Excursion characterization of the first hitting time of Brownian motion in a smooth boundary (Q5430544) (← links)