On first-passage-time and transition densities for strongly symmetric diffusion processes

Nagoya Mathematical Journal, 1997 - cambridge.org
One dimensional diffusion processes have been increasingly invoked to model a variety of
biological, physical and engineering systems subject to random fluctuations (cf., for instance …

On first-passage-time and transition densities for strongly symmetric diffusion processes

A DI CRESCENZO, V Giorno, AG Nobile… - NAGOYA …, 1997 - iris.unisa.it
We define a class of one dimensional diffusion processes whose transition pdf's satisfy
some" strong" symmetry properties and a class of time-varying boundaries for which the first …

[PDF][PDF] ON FIRST-PASSAGE-TIME AND TRANSITION DENSITIES FOR STRONGLY SYMMETRIC DIFFUSION PROCESSES

A Di Crescenzo, V Giorno, AG Nobile… - Nagoya Math. J, 1997 - researchgate.net
One dimensional diffusion processes have been increasingly invoked to model a variety of
biological, physical and engineering systems subject to random fluctuations (cf., for instance …

[PDF][PDF] ON FIRST-PASSAGE-TIME AND TRANSITION DENSITIES FOR STRONGLY SYMMETRIC DIFFUSION PROCESSES

A Di Crescenzo, V Giorno, AG Nobile… - Nagoya Math …, 1997 - scholar.archive.org
One dimensional diffusion processes have been increasingly invoked to model a variety of
biological, physical and engineering systems subject to random fluctuations (cf., for instance …

[PDF][PDF] ON FIRST-PASSAGE-TIME AND TRANSITION DENSITIES FOR STRONGLY SYMMETRIC DIFFUSION PROCESSES

LM RICCIARDI - Nagoya Math. J, 1997 - academia.edu
One dimensional diffusion processes have been increasingly invoked to model a variety of
biological, physical and engineering systems subject to random fluctuations (cf., for instance …

On first-passage-time and transition densities for strongly symmetric diffusion processes

A DI CRESCENZO, V Giorno, AG Nobile… - NAGOYA …, 1997 - iris.unina.it
A subclass of symmetric one-dimensional diffusion processes is defined whose transition
pdf's satisfy some “strong” symmetry properties with respect to certain symmetry curves. The …

[引用][C] On first-passage-time and transition densities for strongly symmetric diffusion processes

A DI CRESCENZO, V Giorno, AG Nobile, LM Ricciardi - Nagoya Math. J., 1997 - cir.nii.ac.jp
On first-passage-time and transition densities for strongly symmetric diffusion processes | 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 検索フォームへ移動 …

[PDF][PDF] On first-passage-time and transition densities for strongly symmetric diffusion processes

A Di Crescenzo, V Giorno, AG Nobile, LM Ricciardi - 1997 - projecteuclid.org
One dimensional diffusion processes have been increasingly invoked to model a variety of
biological, physical and engineering systems subject to random fluctuations (cf., for instance …

ON FIRST-PASSAGE-TIME AND TRANSITION DENSITIES FOR STRONGLY SYMMETRIC DIFFUSION PROCESSES

A Di Crescenzo, V Giorno, AG Nobile… - Nagoya Math. J, 1997 - projecteuclid.org
One dimensional diffusion processes have been increasingly invoked to model a variety of
biological, physical and engineering systems subject to random fluctuations (cf., for instance …