Pages that link to "Item:Q2963684"
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The following pages link to First-passage times of two-dimensional Brownian motion (Q2963684):
Displaying 24 items.
- First passage time statistics of Brownian motion with purely time dependent drift and diffusion (Q647810) (← links)
- On the first exit time of geometric Brownian motion from stochastic exponential boundaries (Q1794706) (← links)
- A note on the distribution of multivariate Brownian extrema (Q2019190) (← links)
- Closed-form solutions for the probability distribution of time-variant maximal value processes for some classes of Markov processes (Q2025535) (← links)
- Exact asymptotics of component-wise extrema of two-dimensional Brownian motion (Q2027089) (← links)
- A multidimensional Hilbert transform approach for barrier option pricing and survival probability calculation (Q2165398) (← links)
- First passage sets of the 2D continuum Gaussian free field (Q2174672) (← links)
- Decision with multiple alternatives: geometric models in higher dimensions -- the cube model (Q2176802) (← links)
- A new approach for time-variant probability density function of the maximal value of stochastic dynamical systems (Q2194342) (← links)
- A novel method based on augmented Markov vector process for the time-variant extreme value distribution of stochastic dynamical systems enforced by Poisson white noise (Q2205392) (← links)
- Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment (Q2218827) (← links)
- First-passage-time distribution for variable-diffusion processes (Q2403241) (← links)
- Valuation of risk-based premium of DB pension plan with terminations (Q2415963) (← links)
- Simulation of reflected Brownian motion on two dimensional wedges (Q2680400) (← links)
- Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend (Q2689906) (← links)
- The First Passage Time Density of Brownian Motion and the Heat Equation with Dirichlet Boundary Condition in Time Dependent Domains (Q3389453) (← links)
- Brownian motion in wedges, last passage time and the second arc-sine law (Q4707593) (← links)
- Collateralized Borrowing and Default Risk (Q4976498) (← links)
- Credit Risk Propagation in Structural-Form Models (Q5162860) (← links)
- First-Passage Distributions of Bidimensional Processes (Q5485374) (← links)
- Finite-time ruin probability for correlated Brownian motions (Q5861813) (← links)
- Tail asymptotics for the delay in a Brownian fork-join queue (Q6072902) (← links)
- First-exit-time problems for two-dimensional Wiener and Ornstein–Uhlenbeck processes through time-varying ellipses (Q6550286) (← links)
- On the duration of an epidemic (Q6624978) (← links)
