Pages that link to "Item:Q5652005"
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The following pages link to Solutions for some diffusion processes with two barriers (Q5652005):
Displaying 9 items.
- On the densities of certain bounded diffusion processes (Q547272) (← links)
- On the dynamics of a finite buffer queue conditioned on the amount of loss (Q632217) (← links)
- The Brownian approximation for rate-control throttles and the \(G/G/1/C\) queue (Q1198420) (← links)
- Large finite population queueing systems: The single-server model (Q1338765) (← links)
- First passage time and extremum properties of Markov and independent processes (Q1933837) (← links)
- Asymptotics of two-boundary first-exit-time densities for Gauss-Markov processes (Q2283669) (← links)
- Long- and short-time asymptotics of the first-passage time of the Ornstein–Uhlenbeck and other mean-reverting processes (Q5052735) (← links)
- Properties of the Cox–Ingersoll–Ross Interest Rate Processes with Two-sided Reflections (Q5259080) (← links)
- Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes (Q5880987) (← links)