First-Passage-Time Densities for Time-Non-Homogeneous Diffusion Processes

Journal of Applied Probability - United Kingdom
doi 10.2307/3215089
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Cambridge University Press (CUP)

Related search

First-Passage-Time Noninteger Moments for Some Diffusion and Dichotomous Processes

Physical Review A
1990English

First Passage Time Densities Through Hölder Curves

Alea
StatisticsProbability
2018English

Efficient Estimation of One-Dimensional Diffusion First Passage Time Densities via Monte Carlo Simulation

Journal of Applied Probability
MathematicsStatisticsUncertaintyProbability
2011English

First-Passage Time Estimation of Diffusion Processes Through Time-Varying Boundaries With an Application in Finance

International Journal of Statistics and Probability
2016English

Passage-Time Moments for Continuous Non-Negative Stochastic Processes and Applications

Advances in Applied Probability
Applied MathematicsStatisticsProbability
1996English

First Passage Time to Allopatric Speciation

Interface Focus
BiochemistryBiophysicsBiomaterialsBioengineeringBiotechnologyBiomedical Engineering
2013English

Hybrid Asymptotic-Numerical Approach for Estimating First-Passage-Time Densities of the Two-Dimensional Narrow Capture Problem

Physical review. E
Nonlinear PhysicsProbabilityStatisticsCondensed Matter PhysicsStatistical
2016English

First–Passage Time Moment Approximation for the General Diffusion Process to a General Moving Barrier

American Journal of Theoretical and Applied Statistics
2018English

A Time-Homogeneous Diffusion Model With Tax

Journal of Applied Probability
MathematicsStatisticsUncertaintyProbability
2013English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy