On the evaluation of first-passage-time probability densities via non-singular integral equations

Advances in Applied Probability, 1989 - cambridge.org
The algorithm given by Buonocore et al.[1] to evaluate first-passage-time pdf's for Wiener
and Ornstein–Uhlenbeck processes through a time-dependent boundary is extended to a …
被引用次数：100 相关文章

[引用][C] On the evaluation of first-passage-time probability densities via nonsingular integral equations

V GIORNO - Adv. Appl. Prob., 1989 - cir.nii.ac.jp
On the evaluation of first-passage-time probability densities via nonsingular integral equations
| CiNii Research CiNii 国立情報学研究所 学術情報ナビゲータ[サイニィ] 詳細へ移動 検索フォーム …

[引用][C] On the evaluation of first-passage-time probability densities via non-singular integral equations

V GIORNO, AG NOBILE… - Advances in applied …, 1989 - pascal-francis.inist.fr
On the evaluation of first-passage-time probability densities via non-singular integral
equations CNRS Inist Pascal-Francis CNRS Pascal and Francis Bibliographic Databases …

On the Evaluation of First-Passage-Time Probability Densities via Non-Singular Integral Equations

V Giorno, AG Nobile, LM Ricciardi, S Sato - Advances in Applied Probability, 1989 - JSTOR
The algorithm given by Buonocore et al.[1] to evaluate first-passage-time pdf's for Wiener
and Ornstein-Uhlenbeck processes through a time-dependent boundary is extended to a …

On the evaluation of first-passage-time probability densities via non-singular integral equations

V Giorno, AG Nobile, LM Ricciardi… - Advances in Applied …, 1989 - cambridge.org
The algorithm given by Buonocore et al.[1] to evaluate first-passage-time pdf's for Wiener
and Ornstein–Uhlenbeck processes through a time-dependent boundary is extended to a …
[PDF] researchgate.net

[PDF][PDF] ON THE EVALUATION OF FIRST-PASSAGE-TIME PROBABILITY DENSITIES VIA NON-SINGULAR INTEGRAL EQUATIONS

V GIORNO, AG NOBILE, LM RICCIARDI… - Advances in Applied …, 1989 - researchgate.net
The algorithm given by Buonocore et al.[1] to evaluate first-passage-time pdf's for Wiener
and Ornstein-Uhlenbeck processes through a time-dependent boundary is extended to a …

On the evaluation of first–passage–time probability densities via nonsingular integral equations

V Giorno, AG Nobile, LM Ricciardi… - ADVANCES IN APPLIED …, 1989 - iris.unisa.it
The algorithm to evaluate first-passage-time pdf's for Wiener and Ornstein-Uhlenbeck
processes through a time-dependent boundary is extended to a wide class of time …

On the evaluation of first-passage-time densities via nonsingular integral equations

V Giorno, AG Nobile, L Ricciardi, S Sato - ADVANCES IN APPLIED …, 1989 - iris.unina.it
The algorithm proposed by A. Buonocore, AG Nobile and LM Ricciardi [Adv. Appl. Probab.
19, 784-800 (1987; Zbl 0632.60079)] to evaluate first-passage-time pdf's through time …

[引用][C] On the Evaluation of First-Passage-Time Probability Densities Via Non-Singular Integral Equations

V GIORNO - Advances Appl. Prob., 1989 - cir.nii.ac.jp
On the Evaluation of First-Passage-Time Probability Densities Via Non-Singular Integral
Equations | CiNii Research CiNii 国立情報学研究所 学術情報ナビゲータ[サイニィ] 詳細へ移動 検索 …

[引用][C] On the evaluation of first-passage-time probability densities via non-singular integral equations

V GIORNO, AG NOBILE… - Advances in applied …, 1989 - Applied Probability Trust