On the evaluation of first-passage-time probability densities via non-singular integral equations (Q3821380)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the evaluation of first-passage-time probability densities via non-singular integral equations |
scientific article |
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On the evaluation of first-passage-time probability densities via non-singular integral equations (English)
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1989
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first-passage-time
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Ornstein-Uhlenbeck processes
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reflecting boundary
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Wiener process with a reflecting boundary
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0.95968044
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0.9587675
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0.92599905
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0.9247473
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0.9245291
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0.92086583
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0.91187644
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