Pages that link to "Item:Q5851887"
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The following pages link to First-Passage Problems for Asymmetric Diffusions and Skew-diffusion Processes (Q5851887):
Displayed 6 items.
- On first hitting times for skew CIR processes (Q267888) (← links)
- First hitting problems for Markov chains that converge to a geometric Brownian motion (Q410646) (← links)
- Some properties of doubly skewed CIR processes (Q891388) (← links)
- On the first-passage area of a one-dimensional jump-diffusion process (Q1945603) (← links)
- First hitting times for doubly skewed Ornstein-Uhlenbeck processes (Q2339552) (← links)
- On a discrete version of the CIR process (Q2846807) (← links)