Pages that link to "Item:Q684377"
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The following pages link to On the numerical evaluation of first-passage-time probability densities for one dimensional diffusion processes (Q684377):
Displaying 16 items.
- An R package for an efficient approximation of first-passage-time densities for diffusion processes based on the FPTL function (Q440723) (← links)
- On the densities of certain bounded diffusion processes (Q547272) (← links)
- Numerical computation of first-passage times of increasing Lévy processes (Q607622) (← links)
- On the first hitting time of a one-dimensional diffusion and a compound Poisson process (Q708789) (← links)
- First passage times of two-dimensional correlated processes: analytical results for the Wiener process and a numerical method for diffusion processes (Q898953) (← links)
- First exit time probability for multidimensional diffusions: A PDE-based approach (Q952076) (← links)
- A Monte Carlo method for the simulation of first passage times of diffusion processes (Q1610840) (← links)
- First passage probabilities of one-dimensional diffusion processes (Q2355250) (← links)
- Outflow probability for drift-diffusion dynamics (Q2643201) (← links)
- Approximating the first passage time density from data using generalized Laguerre polynomials (Q2684064) (← links)
- Efficient Estimation of One-Dimensional Diffusion First Passage Time Densities via Monte Carlo Simulation (Q3094686) (← links)
- On the evaluation of first-passage-time probability densities via non-singular integral equations (Q3821380) (← links)
- Calculation optimization in the solution of diffusion problems (Q4331070) (← links)
- An improved technique for the simulation of first passage times for diffusion processes (Q4488761) (← links)
- (Q5060535) (← links)
- Numerical approximation of the first-passage time distribution of time-varying diffusion decision models: a mesh-free approach (Q6158673) (← links)
