Pages that link to "Item:Q1815793"
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The following pages link to Approximating the first crossing-time density for a curved boundary (Q1815793):
Displaying 26 items.
- On the method of images and the asymptotic behavior of first-passage times (Q333085) (← links)
- Linear programming and the inverse method of images (Q378743) (← links)
- First passage densities and boundary crossing probabilities for diffusion processes (Q398798) (← links)
- First passage time for Brownian motion and piecewise linear boundaries (Q518868) (← links)
- Analytic crossing probabilities for certain barriers by Brownian motion (Q939076) (← links)
- Inverse method of images (Q1611563) (← links)
- On the computation of the survival probability of Brownian motion with drift in a closed time interval when the absorbing boundary is a step function (Q1657921) (← links)
- First hitting time distributions for Brownian motion and regions with piecewise linear boundaries (Q1739356) (← links)
- On the first exit time of geometric Brownian motion from stochastic exponential boundaries (Q1794706) (← links)
- First passage probabilities of one-dimensional diffusion processes (Q2355250) (← links)
- Crossing probabilities for diffusion processes with piecewise continuous boundaries (Q2642479) (← links)
- Appell pseudopolynomials and Erlang-type risk models (Q2811099) (← links)
- American option valuation using first-passage densities (Q2871435) (← links)
- An approximation for the inverse first passage time problem (Q2996579) (← links)
- Linear and Nonlinear Boundary Crossing Probabilities for Brownian Motion and Related Processes (Q3067846) (← links)
- Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts (Q3145068) (← links)
- Mis-specification Analyses of Nonlinear Wiener Process-based Degradation Models (Q3178491) (← links)
- The First-passage Time of the Brownian Motion to a Curved Boundary: an Algorithmic Approach (Q3464423) (← links)
- A characterization of the first hitting time of double integral processes to curved boundaries (Q3516400) (← links)
- Development, Simulation, and Application of First-Exit-Time Densities to Life Table Data (Q3562420) (← links)
- Stochastic methodology for prognostics under continuously varying environmental profiles (Q4969901) (← links)
- On Transition and First Hitting Time Densities and Moments of the Ornstein–Uhlenbeck Process (Q4981818) (← links)
- On the first hitting time density for a reducible diffusion process (Q4991054) (← links)
- Explicit Bounds for Approximation Rates of Boundary Crossing Probabilities for the Wiener Process (Q5312842) (← links)
- An Excursion characterization of the first hitting time of Brownian motion in a smooth boundary (Q5430544) (← links)
- First passage density of Brownian motion with two-sided piecewise linear boundaries (Q6580090) (← links)
