Construction of first-passage-time densities for a diffusion process which is not necessarily time-homogeneous

RG Jáimez, AJ Gonzalez, PR Román - Journal of applied probability, 1991 - cambridge.org
In Giorno et al.(1988) a new method for constructing first-passage-time probability density
functions is outlined. This rests on the possibility of constructing the transition pdf of a new …
被引用次数：16 相关文章

Construction of first-passage-time densities for a diffusion process which is not necessarily time-homogeneous

RG Jáimez, AJ Gonzalez, PR Román - Journal of Applied Probability, 1991 - cambridge.org
In Giorno et al.(1988) a new method for constructing first-passage-time probability density
functions is outlined. This rests on the possibility of constructing the transition pdf of a new …

[引用][C] Construction of first-passage-time densities for a diffusion process which is not necessarily time-homogeneous

R GUTIERREZ JAIMEZ, AJ GONZALEZ… - Journal of applied …, 1991 - pascal-francis.inist.fr
Construction of first-passage-time densities for a diffusion process which is not necessarily
time-homogeneous CNRS Inist Pascal-Francis CNRS Pascal and Francis Bibliographic …

Construction of First-Passage-Time Densities for a Diffusion Process Which Is Not Necessarily Time-Homogeneous

RG Jíamez, AJ Gonzalez, PR Román - Journal of Applied Probability, 1991 - JSTOR
In Giorno et al.(1988) a new method for constructing first-passage-time probability density
functions is outlined. This rests on the possibility of constructing the transition pdf of a new …

[引用][C] Construction of first-passage-time densities for a diffusion process which is not necessarily time-homogeneous

R GUTIERREZ JAIMEZ… - Journal of applied …, 1991 - Applied Probability Trust