Pages that link to "Item:Q5822316"
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The following pages link to The First Passage Problem for a Continuous Markov Process (Q5822316):
Displaying 50 items.
- Recovering a distribution from its translated fractional moments (Q312121) (← links)
- Service level robustness in stochastic production planning under random machine breakdowns (Q421490) (← links)
- Efficiently pricing double barrier derivatives in stochastic volatility models (Q488214) (← links)
- Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times (Q537130) (← links)
- On the densities of certain bounded diffusion processes (Q547272) (← links)
- Asymptotic results for time-changed Lévy processes sampled at hitting times (Q550169) (← links)
- Diffusion models for the dispersal of insects near an attractive center (Q585133) (← links)
- Harvesting and recovery decisions under uncertainty (Q608903) (← links)
- The first passage time problem for Gauss-diffusion processes: algorithmic approaches and applications to LIF neuronal model (Q631481) (← links)
- An inverse first-passage problem for one-dimensional diffusions with random starting point (Q654458) (← links)
- A note on first-passage times of continuously time-changed Brownian motion (Q654495) (← links)
- Existence and explicit determination of optimal stopping times (Q755258) (← links)
- Decision-time statistics of nonlinear diffusion models: characterizing long sequences of subsequent trials (Q826929) (← links)
- Stochastic areas of diffusions and applications (Q905937) (← links)
- A class of truncated sequential nonparametric tests with constant boundaries: Design and Performance (Q911193) (← links)
- On exit times of Levy-driven Ornstein-Uhlenbeck processes (Q945794) (← links)
- Moments of the first passage time of one-dimensional diffusion with two-sided barriers (Q958974) (← links)
- A unified treatment of dividend payment problems under fixed cost and implementation delays (Q966425) (← links)
- Some Darling-Siegert relationships connected with random flights (Q1003432) (← links)
- Extrema statistics of Wiener-Einstein processes in one, two, and three dimensions (Q1050712) (← links)
- Estimates for the probability of ruin starting with a large initial reserve (Q1085556) (← links)
- Optimal control of an Ornstein-Uhlenbeck process (Q1090304) (← links)
- Logistic population growth under random dispersal (Q1091984) (← links)
- Delayed-exponential approximation of a linear homogeneous diffusion model of neuron (Q1108219) (← links)
- Locally best tests for Gaussian processes (Q1137844) (← links)
- Persistence in density dependent stochastic populations (Q1151362) (← links)
- Optimal search strategies for Wiener processes (Q1215236) (← links)
- Determination of the inter-spike times of neurons receiving randomly arriving post-synaptik potentials (Q1215478) (← links)
- Conditioned moments of time to fixation (Q1243687) (← links)
- On statistical methods in neuronal spike-train analysis (Q1248878) (← links)
- Stochastic differential equations for compounded risk reserves (Q1263913) (← links)
- Extremes of diffusions over fixed intervals (Q1312308) (← links)
- Level crossing problems and drift reliability (Q1361032) (← links)
- Coding of time-dependent stimuli in homogeneous and heterogeneous neural populations (Q1628234) (← links)
- The randomized first-hitting problem of continuously time-changed Brownian motion (Q1634350) (← links)
- Capacity expansion games with application to competition in power generation investments (Q1655769) (← links)
- First-passage time statistics of Markov gamma processes (Q1659373) (← links)
- A further study of the choice between two hedging strategies -- the continuous case (Q1739336) (← links)
- Ornstein-Uhlenbeck processes for geophysical data analysis (Q1782641) (← links)
- Numerical determination of hitting time distributions from their Laplace transforms: simple cases (Q1782972) (← links)
- A theory of risk, return and solvency (Q1904990) (← links)
- First passage time and extremum properties of Markov and independent processes (Q1933837) (← links)
- On the first-passage area of a one-dimensional jump-diffusion process (Q1945603) (← links)
- On the trivariate joint distribution of Brownian motion and its maximum and minimum (Q1950748) (← links)
- Fiscal stimulus as an optimal control problem (Q2145819) (← links)
- When is it best to follow the leader? (Q2175325) (← links)
- Joint distribution of first-passage time and first-passage area of certain Lévy processes (Q2176370) (← links)
- Dynamic reliability analysis of nonlinear structures using a Duffing-system-based equivalent nonlinear system method (Q2206466) (← links)
- Maximum likelihood estimation for an Ornstein-Uhlenbeck model for neural activity (Q2241467) (← links)
- First-passage times of regime switching models (Q2251701) (← links)
