Pages that link to "Item:Q1668539"
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The following pages link to A structure-preserving method for the distribution of the first hitting time to a moving boundary for some Gaussian processes (Q1668539):
Displaying 4 items.
- A deterministic model for the distribution of the stopping time in a stochastic equation and its numerical solution (Q507856) (← links)
- A fractional PDE for first passage time of time-changed Brownian motion and its numerical solution (Q1989376) (← links)
- On the first-passage times of certain Gaussian processes, and related asymptotics (Q5155322) (← links)
- The moving-eigenvalue method: hitting time for Itô processes and moving boundaries (Q5870723) (← links)