A structure-preserving method for the distribution of the first hitting time to a moving boundary for some Gaussian processes-Reference-Cited by-同舟云学术

A structure-preserving method for the distribution of the first hitting time to a moving boundary for some Gaussian processes

Published:2017-10 Issue:8 Volume:74 Page:1799-1812
ISSN:0898-1221
Container-title:Computers & Mathematics with Applications
language:en
Short-container-title:Computers & Mathematics with Applications

Author:

Macías-Díaz J.E.^ORCID,Villa-Morales J.

Funder

Universidad Autónoma de Aguascalientes

Publisher

Elsevier BV

Subject

Computational Mathematics,Computational Theory and Mathematics,Modelling and Simulation

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