On the first-passage time of a diffusion process over a one-sided stochastic boundary

M Abundo - 2003 - Taylor & Francis
Some problems about the asymptotics of the first-passage time of a one-dimensional
diffusion process through a stochastic, as well as deterministic one-sided boundary are …
被引用次数：10 相关文章

[引用][C] On the first-passage time of a diffusion process over a one-sided stochastic boundary

M ABUNDO - Stochastic analysis and applications, 2003 - pascal-francis.inist.fr
On the first-passage time of a diffusion process over a one-sided stochastic boundary CNRS
Inist Pascal-Francis CNRS Pascal and Francis Bibliographic Databases Simple search …

On the first-passage time of a diffusion process over a one-sided stochastic boundary

M Abundo - STOCHASTIC ANALYSIS AND APPLICATIONS, 2003 - art.torvergata.it
Some problems about the asymptotics of the first-passage time of a one-dimensional
diffusion process through a stochastic, as well as deterministic one-sided boundary are …

[引用][C] On the first-passage time of diffusion processes over a one-sided stochastic boundary

M ABUNDO - Stochastic Anal. Appl., 2003 - cir.nii.ac.jp

[引用][C] On the first-passage time of a diffusion process over a one-sided stochastic boundary

M ABUNDO - Stochastic analysis and applications, 2003 - Taylor & Francis