The following pages link to (Q5477443):
Displaying 8 items.
- Exit probability for an integrated geometric Brownian motion (Q1026332) (← links)
- On the moments of the integrated geometric Brownian motion (Q1639545) (← links)
- Moments of first-passage places for jump-diffusion processes (Q2023838) (← links)
- Moments of first-passage places and related results for the integrated Brownian motion (Q2914553) (← links)
- Maximizing the expected remaining useful lifetime of a weakly controlled device (Q5059428) (← links)
- First-passage problems for diffusion processes with state-dependent jumps (Q5081034) (← links)
- Exact solution to a first-passage problem for an Ornstein-Uhlenbeck process with jumps and its integral (Q6192371) (← links)
- On the duration of an epidemic (Q6624978) (← links)