The von Mises–Fisher distribution of the first exit point from the hypersphere of the drifted Brownian motion and the density of the first exit time-Reference-Cited by-同舟云学术

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The von Mises–Fisher distribution of the first exit point from the hypersphere of the drifted Brownian motion and the density of the first exit time

Published:2013-07 Issue:7 Volume:83 Page:1669-1676
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Gatto Riccardo

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference17 articles.

1. Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables;Abramowitz,1972

2. Applied Probability and Queues;Asmussen,2003

3. Numerical Methods for Laplace Transform Inversion;Cohen,2007

4. The generalized von Mises–Fisher distribution;Gatto,2010

5. Observing stochastic processes and approximate transform inversion;Gaver;Operational Research,1966

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