A new integral equation for the evaluation of first-passage-time probability densities

Advances in applied probability, 1987 - cambridge.org
The first-passage-time pdf through a time-dependent boundary for one-dimensional
diffusion processes is proved to satisfy a new Volterra integral equation of the second kind …
被引用次数：281 相关文章

A new integral equation for the evaluation of first-passage-time probability densities

A Buonocore, AG Nobile, L Ricciardi - ADVANCES IN APPLIED …, 1987 - iris.unina.it
The first-passage-time pdf through a time-dependent boundary for one-dimensional
diffusion processes is proved to satisfy a new Volterra integral equation of the second kind …

[引用][C] A new integral equation for the evaluation of first-passage-time probability densities

A BUONOCORE, AG NOBILE… - Advances in applied …, 1987 - pascal-francis.inist.fr
A new integral equation for the evaluation of first-passage-time probability densities CNRS
Inist Pascal-Francis CNRS Pascal and Francis Bibliographic Databases Simple search …

A new integral equation for the evaluation of first-passage-time probability densities

A Buonocore, AG Nobile, LM Ricciardi - Advances in Applied Probability, 1987 - cir.nii.ac.jp
抄録< jats: p> The first-passage-time pdf through a time-dependent boundary for one-
dimensional diffusion processes is proved to satisfy a new Volterra integral equation of the …

A NEW INTEGRAL EQUATION FOR THE EVALUATION OF FIRST· PASSAGE· TIME PROBABILITY DENSITIES

A BUONOCORE, AG NOBILE, LM RICCIARDI - 1987 - cambridge.org
The first-passage-time pdf through a time-dependent boundary for one-dimensional
diffusion processes is proved to satisfy a new Volterra integral equation of the second kind …

A New Integral Equation for the Evaluation of First-Passage-Time Probability Densities

A Buonocore, AG Nobile, LM Ricciardi - Advances in Applied Probability, 1987 - JSTOR
The first-passage-time pdf through a time-dependent boundary for one-dimensional
diffusion processes is proved to satisfy a new Volterra integral equation of the second kind …

A new integral equation for the evaluation of first-passage-time probability densities

A Buonocore, AG Nobile, LM Ricciardi - ADVANCES IN APPLIED …, 1987 - iris.unisa.it
The first-passage-time through a time-dependent boundary for one-dimensional diffusion
processes is proved to satisfy a new Volterra integral equation of the second kind involving …

[引用][C] A new integral equation for the evaluation of first-passage-time probability densities

A BUONOCORE - Adv. Appl. Prob., 1987 - cir.nii.ac.jp

[引用][C] A new integral equation for the evaluation of first-passage-time probability densities

A BUONOCORE, AG NOBILE… - Advances in applied …, 1987 - Applied Probability Trust