Pages that link to "Item:Q1989376"
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The following pages link to A fractional PDE for first passage time of time-changed Brownian motion and its numerical solution (Q1989376):
Displaying 5 items.
- First passage time distribution of a modified fractional diffusion equation in the semi-infinite interval (Q1618545) (← links)
- A very efficient approach to compute the first-passage probability density function in a time-changed Brownian model: applications in finance (Q1620012) (← links)
- Change-of-variable formula for the bi-dimensional fractional Brownian motion in Brownian time (Q3465402) (← links)
- On the first-passage times of certain Gaussian processes, and related asymptotics (Q5155322) (← links)
- A review of stochastic models of neuronal dynamics: from a single neuron to networks (Q6606789) (← links)