On the First-Passage Time of a Diffusion Process Over a One-Sided Stochastic Boundary
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1081/SAP-120017530
Reference12 articles.
1. On first–crossing times of one–dimensional diffusions over two time–dependent boundaries
2. Une solution simple au probleme de Skorokhod
3. Stochastic Differential Equations
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