On first–crossing times of one–dimensional diffusions over two time–dependent boundaries-Reference-Cited by-同舟云学术

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On first–crossing times of one–dimensional diffusions over two time–dependent boundaries

Published:2000-01 Issue:2 Volume:18 Page:179-200
ISSN:0736-2994
Container-title:Stochastic Analysis and Applications
language:en
Short-container-title:Stochastic Analysis and Applications

Author:

Abundo Mario

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/07362990008809663

Reference20 articles.

1. Level-crossing problems for random processes

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

3. On the two-boundary first-crossing-time problem for diffusion processes

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