Pages that link to "Item:Q1930395"
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The following pages link to The hitting time density for a reflected Brownian motion (Q1930395):
Displaying 17 items.
- Serve the shortest queue and Walsh Brownian motion (Q670753) (← links)
- Scale effects in dynamic contracting (Q829340) (← links)
- Hitting properties of parabolic s.p.d.e.'s with reflection. (Q850973) (← links)
- First passage times of two-dimensional correlated processes: analytical results for the Wiener process and a numerical method for diffusion processes (Q898953) (← links)
- Hitting times for the perturbed reflecting random walk (Q1761487) (← links)
- A time-reversed representation for the tail probabilities of stationary reflected Brownian motion. (Q1766065) (← links)
- The conditional probability density function for a reflected Brownian motion (Q1768389) (← links)
- Exact simulation of the first passage time through a given level of jump diffusions (Q2079352) (← links)
- Uniform ergodicity for Brownian motion in a bounded convex set (Q2297314) (← links)
- Exact simulation of the first-passage time of diffusions (Q2316185) (← links)
- On the default probability in a regime-switching regulated market (Q2445481) (← links)
- Simultaneous boundary hitting by coupled reflected Brownian motions (Q2631817) (← links)
- One-Dimensional Reflected Diffusions with Two Boundaries and an Inverse First-Hitting Problem (Q2937462) (← links)
- (Q4028967) (← links)
- A Computational Approach to First Passage Problems of Reflected Hyperexponential Jump Diffusion Processes (Q4995066) (← links)
- Optimal pricing barriers in a regulated market using reflected diffusion processes (Q5001159) (← links)
- On pricing barrier control in a regime-switching regulated market (Q5234307) (← links)
