Pages that link to "Item:Q2653183"

The following pages link to Les fonctions aléatoires du type de Markoff associees à certaines équations linéaires aux dérivées partielles du type parabolique (Q2653183):

Displaying 32 items.

• On the classification of experimental data modeled via a stochastic leaky integrate and fire model through boundary values (Q263681) (← links)
• Comparing fixed and collapsing boundary versions of the diffusion model (Q313081) (← links)
• First passage densities and boundary crossing probabilities for diffusion processes (Q398798) (← links)
• The first passage time problem for Gauss-diffusion processes: algorithmic approaches and applications to LIF neuronal model (Q631481) (← links)
• Nonlinear Volterra functional equations and linear parabolic differential systems (Q768587) (← links)
• Pricing derivatives with barriers in a stochastic interest rate environment (Q844767) (← links)
• Market value of life insurance contracts under stochastic interest rates and default risk (Q882875) (← links)
• Valuation of default-sensitive claims under imperfect information (Q928501) (← links)
• Analytic crossing probabilities for certain barriers by Brownian motion (Q939076) (← links)
• A review of the methods for signal estimation in stochastic diffusion leaky integrate-and-fire neuronal models (Q999378) (← links)
• On a weakly singular Volterra integral equation (Q1053436) (← links)
• Some asymptotic properties of a progressively censored nonparametric test for multiple regression (Q1142510) (← links)
• On integral equations arising in the first-passage problem for Brownian motion (Q1425633) (← links)
• Stochastic dynamic models of response time and accuracy: A foundation primer (Q1584805) (← links)
• Corporate bond pricing model with stochastically volatile firm value process (Q1672715) (← links)
• Numerical approximations to distributions of weighted Kolmogorov-Smirnov statistics via integral equations (Q2001260) (← links)
• Closed-form solutions for the probability distribution of time-variant maximal value processes for some classes of Markov processes (Q2025535) (← links)
• Fokker-Planck and Fortet equation-based parameter estimation for a leaky integrate-and-fire model with sinusoidal and stochastic forcing (Q2251600) (← links)
• Frechet-Volterra variational equations, boundary value problems, and function space integrals (Q2523799) (← links)
• A product integration method for a class of singular first kind Volterra equations (Q2549933) (← links)
• Continuous Markov processes and stochastic equations (Q2651517) (← links)
• Martingales and One-Dimensional Diffusion (Q3229712) (← links)
• A Probability Approach to the Heat Equation (Q3230700) (← links)
• Stationary Markov Processes With Continuous Paths (Q3236123) (← links)
• OLD PROBLEMS, CLASSICAL METHODS, NEW SOLUTIONS (Q3304213) (← links)
• Étude de la continuité des fonctions aléatoires de Markov (Q3844011) (← links)
• Stochastic Integrate and Fire Models: A Review on Mathematical Methods and Their Applications (Q4567932) (← links)
• On the first hitting time density for a reducible diffusion process (Q4991054) (← links)
• Development and Pricing of a New Participating Contract (Q5018744) (← links)
• Product Integration for the Generalized Abel Equation (Q5673362) (← links)
• (Q5792683) (← links)
• Continuity Properties of Sample Functions of Markov Processes (Q5822312) (← links)