[HTML][HTML] On the first-passage time problem for a Feller-type diffusion process
We consider the first-passage time problem for the Feller-type diffusion process, having
infinitesimal drift B 1 (x, t)= α (t) x+ β (t) and infinitesimal variance B 2 (x, t)= 2 r (t) x, defined …
infinitesimal drift B 1 (x, t)= α (t) x+ β (t) and infinitesimal variance B 2 (x, t)= 2 r (t) x, defined …
On the First-Passage Time Problem for a Feller-Type Diffusion Process.
V Giorno, AG Nobile - Mathematics (2227-7390), 2021 - search.ebscohost.com
We consider the first-passage time problem for the Feller-type diffusion process, having
infinitesimal drift B 1 (x, t)= α (t) x+ β (t) and infinitesimal variance B 2 (x, t)= 2 r (t) x, defined …
infinitesimal drift B 1 (x, t)= α (t) x+ β (t) and infinitesimal variance B 2 (x, t)= 2 r (t) x, defined …
On the First-Passage Time Problem for a Feller-Type Diffusion Process
V Giorno, AG Nobile - Mathematics, 2021 - econpapers.repec.org
We consider the first-passage time problem for the Feller-type diffusion process, having
infinitesimal drift B 1 (x, t)= α (t) x+ β (t) and infinitesimal variance B 2 (x, t)= 2 r (t) x, defined …
infinitesimal drift B 1 (x, t)= α (t) x+ β (t) and infinitesimal variance B 2 (x, t)= 2 r (t) x, defined …
On the First-Passage Time Problem for a Feller-Type Diffusion Process
V Giorno, AG Nobile - Mathematics, 2021 - ideas.repec.org
We consider the first-passage time problem for the Feller-type diffusion process, having
infinitesimal drift B 1 (x, t)= α (t) x+ β (t) and infinitesimal variance B 2 (x, t)= 2 r (t) x, defined …
infinitesimal drift B 1 (x, t)= α (t) x+ β (t) and infinitesimal variance B 2 (x, t)= 2 r (t) x, defined …
On the First-Passage Time Problem for a Feller-Type Diffusion Process
V Giorno, AG Nobile - MATHEMATICS, 2021 - iris.unisa.it
We consider the first-passage time problem for the Feller-type diffusion process, having
infinitesimal drift B1 (x, t)= α (t) x+ β (t) and infinitesimal variance B2 (x, t)= 2 r (t) x, defined in …
infinitesimal drift B1 (x, t)= α (t) x+ β (t) and infinitesimal variance B2 (x, t)= 2 r (t) x, defined in …
On the First-Passage Time Problem for a Feller-Type Diffusion Process
V Giorno, AG Nobile - Mathematics, 2021 - search.proquest.com
We consider the first-passage time problem for the Feller-type diffusion process, having
infinitesimal drift B 1 (x, t)= α (t) x+ β (t) and infinitesimal variance B 2 (x, t)= 2 r (t) x, defined …
infinitesimal drift B 1 (x, t)= α (t) x+ β (t) and infinitesimal variance B 2 (x, t)= 2 r (t) x, defined …