Pages that link to "Item:Q2661059"

The following pages link to A cumulant approach for the first-passage-time problem of the Feller square-root process (Q2661059):

Displaying 8 items.

• Time-inhomogeneous Feller-type diffusion process with absorbing boundary condition (Q2034635) (← links)
• Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation (Q2103028) (← links)
• Approximating the first passage time density from data using generalized Laguerre polynomials (Q2684064) (← links)
• On the first-passage time problem: cumulant approach (Q2862607) (← links)
• Modeling volatility of disaster-affected populations: a non-homogeneous geometric-skew Brownian motion approach (Q6143055) (← links)
• Numerical conservation issues for jump Pearson diffusions (Q6169251) (← links)
• First-exit-time problems for two-dimensional Wiener and Ornstein–Uhlenbeck processes through time-varying ellipses (Q6550286) (← links)
• First passage density of Brownian motion with two-sided piecewise linear boundaries (Q6580090) (← links)